-3.3%
PCOR vs TXG
+270.0%
-273.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | +20.7% | -3.7% | +24.4% | +21.0% |
| 30D | +35.7% | -22.0% | +57.7% | +38.3% |
| 3M | +31.1% | +7.4% | +23.7% | +26.6% |
| 6M | +43.1% | +191.2% | -148.1% | +16.2% |
| YTD | +4.8% | +285.7% | -280.8% | -20.4% |
| All | -3.3% | +270.0% | -273.3% | -26.5% |
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