+202.9%
PWR vs TXG
+39.1%
+163.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.1% |
| 7D | -0.2% | +5.0% | -5.2% | -0.9% |
| 30D | -7.7% | +13.5% | -21.2% | -9.5% |
| 3M | -4.9% | +128.0% | -133.0% | -16.0% |
| 6M | +9.7% | +224.4% | -214.7% | -8.5% |
| YTD | +46.7% | +307.0% | -260.3% | +17.6% |
| 1Y | +58.7% | +427.2% | -368.5% | +21.3% |
| All | +202.9% | +39.1% | +163.7% | +188.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling