+2.5%
PCOR vs TXG
+260.4%
-257.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.1% |
| 7D | +2.2% | +1.8% | +0.4% | +1.9% |
| 30D | +37.4% | -17.7% | +55.1% | +39.1% |
| 3M | +33.2% | +2.3% | +30.9% | +29.3% |
| 6M | +60.6% | +182.5% | -121.9% | +30.8% |
| YTD | +6.2% | +262.4% | -256.2% | -18.3% |
| All | +2.5% | +260.4% | -257.9% | -21.3% |
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