-11.1%
PCG vs TXG
+31.6%
-42.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +3.4% |
| 7D | +5.4% | +9.4% | -4.0% | +5.0% |
| 30D | -15.1% | +26.1% | -41.2% | -16.1% |
| 3M | -9.8% | +124.8% | -134.6% | -13.7% |
| 6M | -18.0% | +215.2% | -233.2% | -23.1% |
| YTD | -7.2% | +302.2% | -309.5% | -14.5% |
| 1Y | +2.9% | +370.9% | -368.1% | -6.4% |
| 3Y | -11.1% | +38.5% | -49.6% | -14.2% |
| All | -11.1% | +31.6% | -42.7% | -14.2% |
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