+189.8%
PCAR vs TXG
+7.8%
+182.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.5% |
| 7D | +4.9% | -1.8% | +6.8% | +5.1% |
| 30D | -1.4% | -20.4% | +19.0% | +0.3% |
| 3M | -18.1% | +0.1% | -18.2% | -19.1% |
| 6M | -4.0% | +176.2% | -180.2% | -15.4% |
| YTD | -1.5% | +256.8% | -258.2% | -16.1% |
| 1Y | +13.2% | +255.9% | -242.7% | -3.8% |
| 3Y | +35.8% | +60.2% | -24.4% | +18.2% |
| 5Y | +114.6% | -65.1% | +179.7% | +102.1% |
| All | +189.8% | +7.8% | +182.0% | +121.7% |
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 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