+193.8%
PCAR vs TXG
+14.9%
+178.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.6% |
| 7D | +2.2% | -8.1% | +10.3% | +2.9% |
| 30D | +0.3% | -17.5% | +17.8% | +1.7% |
| 3M | -17.9% | +6.1% | -24.0% | -19.4% |
| 6M | -3.4% | +202.7% | -206.1% | -15.7% |
| YTD | -0.1% | +280.4% | -280.5% | -15.5% |
| 1Y | +13.4% | +274.0% | -260.6% | -4.1% |
| 3Y | +37.2% | +74.9% | -37.7% | +18.4% |
| 5Y | +117.3% | -63.0% | +180.4% | +103.5% |
| All | +193.8% | +14.9% | +178.8% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling