-4.8%
PCOR vs TXG
+350.5%
-355.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | +22.7% | -15.4% | +38.2% | +24.3% |
| 30D | +37.5% | -22.1% | +59.6% | +39.9% |
| 3M | +35.2% | +30.0% | +5.2% | +27.6% |
| 6M | +42.2% | +160.7% | -118.4% | +19.6% |
| YTD | +3.6% | +263.5% | -259.9% | -17.7% |
| 1Y | -4.8% | +356.0% | -360.8% | -24.9% |
| All | -4.8% | +350.5% | -355.2% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling