+281.3%
PM vs TXG
+7.8%
+273.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | +0.5% | -1.8% | +2.4% | +0.6% |
| 30D | -3.2% | -20.4% | +17.2% | -3.1% |
| 3M | +6.2% | +0.1% | +6.2% | +6.1% |
| 6M | +7.7% | +176.2% | -168.5% | +6.2% |
| YTD | +27.3% | +256.8% | -229.5% | +24.6% |
| 1Y | +32.8% | +255.9% | -223.1% | +29.9% |
| 3Y | +150.0% | +60.2% | +89.8% | +150.3% |
| 5Y | +164.2% | -65.1% | +229.3% | +174.7% |
| All | +281.3% | +7.8% | +273.5% | +251.9% |
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