+44.1%
PCG vs TXG
+16.0%
+28.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -13.9% | +1.8% | -15.7% | -14.1% |
| 30D | -16.9% | +32.0% | -48.9% | -19.5% |
| 3M | -14.7% | +87.0% | -101.7% | -20.8% |
| 6M | -23.8% | +180.1% | -203.9% | -32.6% |
| YTD | -10.5% | +284.1% | -294.6% | -23.9% |
| 1Y | -5.1% | +361.7% | -366.8% | -21.7% |
| 3Y | -11.6% | +15.9% | -27.5% | -16.9% |
| 5Y | +59.0% | -66.2% | +125.2% | +72.9% |
| All | +44.1% | +16.0% | +28.0% | -9.5% |
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