-76.7%
PCG vs TXT
+115.3%
-192.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.4% |
| 7D | -1.1% | -3.5% | +2.5% | +0.4% |
| 30D | +0.1% | +15.2% | -15.1% | -6.0% |
| 3M | -24.4% | -4.5% | -20.0% | -23.2% |
| 6M | -17.7% | -6.1% | -11.5% | -16.3% |
| YTD | -17.4% | -2.0% | -15.5% | -18.0% |
| 1Y | -19.4% | +4.2% | -23.6% | -22.1% |
| 3Y | -18.6% | +14.4% | -33.0% | -26.9% |
| 5Y | +10.2% | +12.3% | -2.1% | -2.8% |
| 10Y | -76.7% | +101.8% | -178.5% | -84.3% |
| All | -76.7% | +115.3% | -192.0% | -84.3% |
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