-21.0%
PCG vs TXT
+7.8%
-28.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -1.6% | -2.5% | +0.9% | -1.0% |
| 30D | +1.4% | +14.4% | -13.0% | -1.9% |
| 3M | -23.4% | -4.9% | -18.5% | -22.5% |
| 6M | -19.4% | -10.2% | -9.2% | -17.7% |
| YTD | -18.5% | -4.1% | -14.4% | -18.3% |
| 1Y | -19.5% | +4.0% | -23.5% | -20.8% |
| 3Y | -21.0% | +8.0% | -28.9% | -27.5% |
| All | -21.0% | +7.8% | -28.8% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling