-19.1%
PCG vs TXT
+5.9%
-25.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | +0.8% | +17.1% | -16.3% | -3.0% |
| 3M | -22.0% | -2.6% | -19.4% | -21.5% |
| 6M | -17.1% | -4.6% | -12.5% | -16.6% |
| YTD | -16.9% | -0.3% | -16.5% | -17.3% |
| 1Y | -19.1% | +5.9% | -25.0% | -20.0% |
| All | -19.1% | +5.9% | -25.0% | -20.0% |
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