+452.8%
PR vs TXG
+20.5%
+432.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.7% | -10.8% | -2.3% |
| 7D | -12.4% | +5.5% | -17.9% | -13.1% |
| 30D | -6.6% | -19.3% | +12.8% | -4.6% |
| 3M | +7.5% | +25.0% | -17.5% | +3.0% |
| 6M | +10.8% | +201.2% | -190.4% | -7.0% |
| YTD | +57.0% | +298.8% | -241.8% | +24.5% |
| 1Y | +67.9% | +326.6% | -258.6% | +31.0% |
| 3Y | +87.6% | +78.3% | +9.3% | +55.3% |
| 5Y | +220.4% | -61.3% | +281.7% | +208.6% |
| All | +452.8% | +20.5% | +432.4% | +355.3% |
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