+415.3%
PR vs TXG
-66.1%
+481.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +2.9% | +1.8% | +1.1% | +2.7% |
| 30D | +18.0% | +32.0% | -14.0% | +13.8% |
| 3M | +16.9% | +87.0% | -70.2% | +6.9% |
| 6M | +28.2% | +180.1% | -151.9% | +9.8% |
| YTD | +69.3% | +284.1% | -214.8% | +37.4% |
| 1Y | +69.5% | +361.7% | -292.2% | +31.7% |
| 3Y | +81.7% | +15.9% | +65.8% | +62.9% |
| All | +415.3% | -66.1% | +481.3% | +406.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling