+146.7%
PM vs TXG
+76.2%
+70.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.0% |
| 7D | -7.1% | -8.1% | +1.0% | -7.3% |
| 30D | -2.8% | -17.5% | +14.7% | -3.4% |
| 3M | +6.3% | +6.1% | +0.2% | +7.2% |
| 6M | +9.6% | +202.7% | -193.0% | +15.6% |
| YTD | +25.6% | +280.4% | -254.8% | +33.5% |
| 1Y | +29.7% | +274.0% | -244.4% | +37.8% |
| All | +146.7% | +76.2% | +70.6% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling