-5.1%
PCG vs TXG
+372.5%
-377.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -13.9% | +1.8% | -15.7% | -13.9% |
| 30D | -16.9% | +32.0% | -48.9% | -17.6% |
| 3M | -14.7% | +87.0% | -101.7% | -16.5% |
| 6M | -23.8% | +180.1% | -203.9% | -26.7% |
| YTD | -10.5% | +284.1% | -294.6% | -15.2% |
| 1Y | -5.1% | +361.7% | -366.8% | -11.7% |
| All | -5.1% | +372.5% | -377.6% | -11.7% |
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 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