-3.4%
PCOR vs TXG
+314.1%
-317.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.7% | -8.2% | +0.6% |
| 7D | +22.2% | +5.5% | +16.6% | +21.4% |
| 30D | +36.0% | -19.3% | +55.4% | +38.2% |
| 3M | +34.0% | +25.0% | +9.0% | +26.9% |
| 6M | +43.5% | +201.2% | -157.7% | +16.2% |
| YTD | +5.1% | +298.8% | -293.7% | -20.4% |
| All | -3.4% | +314.1% | -317.5% | -26.7% |
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