+32.9%
PCG vs TXG
+20.5%
+12.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.7% | -8.4% | +0.4% |
| 7D | -1.1% | +5.5% | -6.6% | -1.7% |
| 30D | +0.1% | -19.3% | +19.4% | +1.6% |
| 3M | -24.4% | +25.0% | -49.5% | -27.1% |
| 6M | -17.7% | +201.2% | -218.8% | -28.2% |
| YTD | -17.4% | +298.8% | -316.3% | -30.8% |
| 1Y | -19.4% | +326.6% | -345.9% | -33.2% |
| 3Y | -18.6% | +78.3% | -96.9% | -28.4% |
| 5Y | +10.2% | -61.3% | +71.5% | +16.6% |
| All | +32.9% | +20.5% | +12.5% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling