-75.2%
PCG vs TXT
+98.4%
-173.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | +5.4% | -0.2% | +5.6% | +5.5% |
| 30D | -15.1% | -11.1% | -4.1% | -10.8% |
| 3M | -9.8% | -13.0% | +3.2% | -4.8% |
| 6M | -18.0% | -16.2% | -1.8% | -12.4% |
| YTD | -7.2% | -8.7% | +1.5% | -4.7% |
| 1Y | +2.9% | -3.8% | +6.6% | +3.2% |
| 3Y | -11.1% | +5.5% | -16.6% | -17.0% |
| 5Y | +61.8% | +12.3% | +49.5% | +43.0% |
| 10Y | -75.2% | +97.4% | -172.6% | -83.7% |
| All | -75.2% | +98.4% | -173.6% | -83.7% |
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