+33.8%
PCG vs TXG
+16.5%
+17.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.0% |
| 7D | -0.5% | -3.7% | +3.2% | -0.2% |
| 30D | +0.8% | -22.0% | +22.8% | +2.6% |
| 3M | -22.0% | +7.4% | -29.4% | -23.6% |
| 6M | -17.1% | +191.2% | -208.3% | -27.4% |
| YTD | -16.9% | +285.7% | -302.5% | -30.1% |
| 1Y | -19.1% | +268.3% | -287.3% | -31.8% |
| 3Y | -19.4% | +77.3% | -96.7% | -29.2% |
| 5Y | +9.0% | -62.3% | +71.3% | +15.5% |
| All | +33.8% | +16.5% | +17.3% | -16.9% |
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