-16.0%
PCG vs TXG
+406.9%
-422.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.8% |
| 7D | +1.9% | -19.3% | +21.2% | +2.0% |
| 30D | +8.5% | -30.9% | +39.4% | +8.7% |
| 3M | -22.9% | +41.1% | -64.0% | -23.7% |
| 6M | -16.8% | +211.9% | -228.6% | -19.7% |
| YTD | -15.8% | +314.0% | -329.8% | -19.8% |
| 1Y | -16.0% | +405.4% | -421.4% | -21.6% |
| All | -16.0% | +406.9% | -422.9% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling