+87.3%
PCG vs TXT
+2,214.4%
-2,127.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -25.1% | -5.1% | -19.9% | -24.3% |
| 6M | -22.3% | -7.1% | -15.2% | -21.4% |
| YTD | -18.5% | -3.2% | -15.3% | -18.4% |
| 1Y | -21.8% | +2.3% | -24.1% | -22.7% |
| 3Y | -21.0% | +11.1% | -32.1% | -24.1% |
| 5Y | +8.1% | +10.0% | -1.9% | +3.2% |
| 10Y | -76.6% | +91.1% | -167.7% | -80.7% |
| All | +87.3% | +2,214.4% | -2,127.1% | -18.0% |
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 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