-76.4%
PCG vs TXT
+98.8%
-175.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -2.2% | -0.8% | -1.4% | -1.9% |
| 30D | -0.5% | +13.4% | -13.9% | -5.9% |
| 3M | -24.0% | -2.5% | -21.4% | -23.4% |
| 6M | -18.6% | -6.2% | -12.4% | -17.2% |
| YTD | -17.7% | -1.3% | -16.3% | -18.5% |
| 1Y | -20.0% | +4.3% | -24.3% | -22.7% |
| 3Y | -20.2% | +13.2% | -33.5% | -28.0% |
| 5Y | +8.4% | +12.4% | -4.0% | -4.4% |
| 10Y | -76.4% | +94.8% | -171.2% | -84.5% |
| All | -76.4% | +98.8% | -175.2% | -84.5% |
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