+230.0%
PCAR vs TXG
+24.6%
+205.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -0.2% | +9.1% | -9.4% | -1.1% |
| 30D | -6.9% | +14.9% | -21.8% | -8.3% |
| 3M | +2.1% | +120.0% | -117.9% | -6.7% |
| 6M | +1.6% | +221.8% | -220.2% | -11.3% |
| YTD | +12.2% | +312.6% | -300.3% | -4.8% |
| 1Y | +28.0% | +398.4% | -370.4% | +5.6% |
| 3Y | +61.0% | +42.1% | +18.9% | +42.7% |
| 5Y | +163.9% | -63.5% | +227.4% | +149.2% |
| All | +230.0% | +24.6% | +205.4% | +151.4% |
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