+268.2%
PR vs TXG
-64.9%
+333.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +2.6% |
| 7D | +6.7% | +1.8% | +4.9% | +6.3% |
| 30D | -6.1% | -17.7% | +11.5% | -4.5% |
| 3M | +6.9% | +2.3% | +4.5% | +5.0% |
| 6M | +14.6% | +182.5% | -167.9% | -2.7% |
| YTD | +66.1% | +262.4% | -196.2% | +33.6% |
| 1Y | +77.0% | +254.1% | -177.1% | +42.3% |
| 3Y | +93.8% | +66.6% | +27.3% | +61.5% |
| 5Y | +268.2% | -64.5% | +332.8% | +274.7% |
| All | +268.2% | -64.9% | +333.1% | +274.7% |
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