+9.3%
PCG vs TXT
+8.5%
+0.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.4% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +0.8% | +13.3% | -12.6% | -3.4% |
| 3M | -23.8% | -5.0% | -18.8% | -22.7% |
| 6M | -19.6% | -8.4% | -11.2% | -17.9% |
| YTD | -16.7% | -4.0% | -12.8% | -16.6% |
| 1Y | -19.4% | +2.8% | -22.2% | -21.1% |
| 3Y | -18.3% | +10.3% | -28.6% | -24.7% |
| All | +9.3% | +8.5% | +0.8% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling