+105.7%
PCG vs TXT
+2,070.1%
-1,964.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -13.9% | -4.8% | -9.1% | -12.8% |
| 30D | -16.9% | -10.6% | -6.2% | -14.8% |
| 3M | -14.7% | -13.2% | -1.6% | -12.3% |
| 6M | -23.8% | -20.3% | -3.5% | -20.3% |
| YTD | -10.5% | -9.3% | -1.2% | -9.0% |
| 1Y | -5.1% | -2.7% | -2.4% | -5.0% |
| 3Y | -11.6% | +1.4% | -13.0% | -13.3% |
| 5Y | +59.0% | +9.6% | +49.5% | +52.4% |
| 10Y | -75.7% | +94.9% | -170.6% | -79.9% |
| All | +105.7% | +2,070.1% | -1,964.3% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling