+124.3%
PM vs TXG
+31.6%
+92.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +1.4% |
| 7D | -1.3% | +9.4% | -10.7% | -0.9% |
| 30D | -2.6% | +26.1% | -28.6% | -1.6% |
| 3M | +5.8% | +124.8% | -119.0% | +9.2% |
| 6M | +10.6% | +215.2% | -204.7% | +15.3% |
| YTD | +17.2% | +302.2% | -285.0% | +22.9% |
| 1Y | +17.6% | +370.9% | -353.3% | +23.7% |
| 3Y | +124.3% | +38.5% | +85.7% | +150.0% |
| All | +124.3% | +31.6% | +92.6% | +150.0% |
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