+458.8%
PR vs TXG
+9.8%
+449.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.7% |
| 7D | -16.4% | -15.4% | -1.0% | -14.8% |
| 30D | -1.9% | -22.1% | +20.2% | +0.6% |
| 3M | +8.0% | +30.0% | -22.0% | +2.8% |
| 6M | +4.1% | +160.7% | -156.6% | -10.9% |
| YTD | +58.7% | +263.5% | -204.8% | +27.3% |
| 1Y | +75.8% | +356.0% | -280.2% | +35.2% |
| 3Y | +73.2% | +53.4% | +19.8% | +46.5% |
| 5Y | +230.1% | -66.7% | +296.8% | +224.4% |
| All | +458.8% | +9.8% | +449.0% | +365.8% |
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