-76.4%
PLTD vs TXG
+322.8%
-399.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.6% | +1.9% |
| 7D | +9.9% | +5.0% | +4.9% | +11.2% |
| 30D | +3.8% | +13.5% | -9.7% | +7.5% |
| 3M | -32.3% | +128.0% | -160.3% | -15.5% |
| 6M | -25.9% | +224.4% | -250.3% | +3.1% |
| YTD | -16.4% | +307.0% | -323.4% | +25.4% |
| 1Y | -25.2% | +427.2% | -452.4% | +23.5% |
| All | -76.4% | +322.8% | -399.2% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling