-14.6%
PCOR vs TXG
+17.1%
-31.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.1% |
| 7D | -9.0% | +1.8% | -10.8% | -9.3% |
| 30D | +4.2% | +32.0% | -27.8% | -2.3% |
| 3M | +14.4% | +87.0% | -72.6% | -2.0% |
| 6M | +0.2% | +180.1% | -179.9% | -23.0% |
| YTD | -20.3% | +284.1% | -304.4% | -43.6% |
| 1Y | -16.1% | +361.7% | -377.8% | -44.5% |
| All | -14.6% | +17.1% | -31.8% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling