-76.2%
PCG vs TXT
+103.6%
-179.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | -0.5% | -1.1% | +0.6% | 0.0% |
| 30D | +0.8% | +17.1% | -16.3% | -6.0% |
| 3M | -22.0% | -2.6% | -19.4% | -21.4% |
| 6M | -17.1% | -4.6% | -12.5% | -16.3% |
| YTD | -16.9% | -0.3% | -16.5% | -18.0% |
| 1Y | -19.1% | +5.9% | -25.0% | -22.3% |
| 3Y | -19.4% | +14.4% | -33.8% | -27.6% |
| 5Y | +9.0% | +15.9% | -6.9% | -5.2% |
| 10Y | -76.2% | +99.6% | -175.7% | -84.4% |
| All | -76.2% | +103.6% | -179.8% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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