+1,638.7%
PWR vs TXG
+27.0%
+1,611.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +4.7% |
| 7D | +4.2% | +9.5% | -5.3% | +2.8% |
| 30D | -4.0% | +18.8% | -22.8% | -6.7% |
| 3M | -4.8% | +136.1% | -140.9% | -17.1% |
| 6M | +14.6% | +235.2% | -220.6% | -6.1% |
| YTD | +54.2% | +320.5% | -266.3% | +21.3% |
| 1Y | +67.1% | +425.2% | -358.1% | +25.7% |
| 3Y | +218.5% | +42.9% | +175.6% | +176.9% |
| 5Y | +466.3% | -62.8% | +529.1% | +450.2% |
| All | +1,638.7% | +27.0% | +1,611.7% | +1,179.0% |
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 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