+48.3%
PCOR vs TXG
+49.6%
-1.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | +22.7% | -15.4% | +38.2% | +26.3% |
| 30D | +37.5% | -22.1% | +59.6% | +42.8% |
| 3M | +35.2% | +30.0% | +5.2% | +23.5% |
| 6M | +42.2% | +160.7% | -118.4% | +8.6% |
| YTD | +3.6% | +263.5% | -259.9% | -28.5% |
| 1Y | -4.8% | +356.0% | -360.8% | -38.8% |
| 3Y | +48.3% | +53.4% | -5.0% | +14.8% |
| All | +48.3% | +49.6% | -1.3% | +14.8% |
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