-77.6%
PCG vs TXT
+112.2%
-189.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.2% |
| 7D | -1.6% | -2.5% | +0.9% | -0.6% |
| 30D | +1.4% | +14.4% | -13.0% | -4.4% |
| 3M | -23.4% | -4.9% | -18.5% | -22.0% |
| 6M | -19.4% | -10.2% | -9.2% | -16.5% |
| YTD | -18.5% | -4.1% | -14.4% | -18.3% |
| 1Y | -19.5% | +4.0% | -23.5% | -22.2% |
| 3Y | -21.0% | +8.0% | -28.9% | -27.1% |
| 5Y | +13.7% | +8.4% | +5.3% | +2.0% |
| All | -77.6% | +112.2% | -189.8% | -83.6% |
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