+503.6%
PR vs TXG
+21.5%
+482.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +0.6% |
| 7D | -0.6% | +9.4% | -10.0% | -1.8% |
| 30D | +17.4% | +26.1% | -8.7% | +13.7% |
| 3M | +21.8% | +124.8% | -103.1% | +8.2% |
| 6M | +27.6% | +215.2% | -187.6% | +6.9% |
| YTD | +71.4% | +302.2% | -230.8% | +37.5% |
| 1Y | +78.3% | +370.9% | -292.6% | +37.6% |
| 3Y | +85.5% | +38.5% | +47.0% | +61.3% |
| 5Y | +422.7% | -64.4% | +487.0% | +414.2% |
| All | +503.6% | +21.5% | +482.1% | +402.9% |
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