-21.8%
PCG vs TXT
+2.5%
-24.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -2.0% | -1.1% | -0.9% | -1.7% |
| 30D | -2.7% | +13.3% | -16.0% | -5.6% |
| 3M | -25.1% | -5.1% | -19.9% | -24.1% |
| 6M | -22.3% | -7.1% | -15.2% | -21.3% |
| YTD | -18.5% | -3.2% | -15.3% | -18.5% |
| 1Y | -21.8% | +2.3% | -24.1% | -22.1% |
| All | -21.8% | +2.5% | -24.3% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling