+263.0%
PM vs TXG
+27.0%
+236.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.7% |
| 7D | +4.7% | +9.5% | -4.8% | +4.6% |
| 30D | +2.6% | +18.8% | -16.2% | +2.5% |
| 3M | +6.6% | +136.1% | -129.5% | +5.6% |
| 6M | +16.5% | +235.2% | -218.7% | +14.6% |
| YTD | +21.2% | +320.5% | -299.4% | +18.6% |
| 1Y | +17.9% | +425.2% | -407.3% | +14.6% |
| 3Y | +129.8% | +42.9% | +86.9% | +132.6% |
| 5Y | +133.0% | -62.8% | +195.9% | +143.2% |
| All | +263.0% | +27.0% | +236.0% | +234.9% |
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