+87.3%
PCG vs TXT
+2,193.3%
-2,106.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -1.6% | -2.5% | +0.9% | -1.1% |
| 30D | +1.4% | +14.4% | -13.0% | -1.6% |
| 3M | -23.4% | -4.9% | -18.5% | -22.7% |
| 6M | -19.4% | -10.2% | -9.2% | -17.9% |
| YTD | -18.5% | -4.1% | -14.4% | -18.3% |
| 1Y | -19.5% | +4.0% | -23.5% | -20.7% |
| 3Y | -21.0% | +8.0% | -28.9% | -23.6% |
| 5Y | +13.7% | +8.4% | +5.3% | +8.9% |
| 10Y | -77.2% | +116.6% | -193.8% | -81.5% |
| All | +87.3% | +2,193.3% | -2,106.0% | -17.9% |
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