-18.6%
PCG vs TXG
+70.4%
-89.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.7% | -8.4% | +0.9% |
| 7D | -1.1% | +5.5% | -6.6% | -1.3% |
| 30D | +0.1% | -19.3% | +19.4% | +0.7% |
| 3M | -24.4% | +25.0% | -49.5% | -25.6% |
| 6M | -17.7% | +201.2% | -218.8% | -22.8% |
| YTD | -17.4% | +298.8% | -316.3% | -24.1% |
| 1Y | -19.4% | +326.6% | -345.9% | -26.3% |
| 3Y | -18.6% | +78.3% | -96.9% | -25.9% |
| All | -18.6% | +70.4% | -89.0% | -25.9% |
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 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