+37.3%
PCAR vs TXG
+70.4%
-33.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.7% | -6.1% | +2.6% |
| 7D | +2.9% | +5.5% | -2.6% | +2.2% |
| 30D | -2.1% | -19.3% | +17.2% | -0.4% |
| 3M | -20.4% | +25.0% | -45.4% | -23.7% |
| 6M | -7.0% | +201.2% | -208.1% | -20.8% |
| YTD | -2.6% | +298.8% | -301.5% | -20.7% |
| 1Y | +9.8% | +326.6% | -316.8% | -11.6% |
| 3Y | +37.3% | +78.3% | -41.1% | +9.1% |
| All | +37.3% | +70.4% | -33.1% | +9.1% |
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