-9.3%
PCOR vs TXG
-65.2%
+55.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +3.0% | -1.8% | +4.9% | +3.4% |
| 30D | +38.7% | -20.4% | +59.1% | +45.9% |
| 3M | +24.9% | +0.1% | +24.8% | +19.1% |
| 6M | +68.8% | +176.2% | -107.4% | +10.9% |
| YTD | +6.7% | +256.8% | -250.1% | -37.8% |
| 1Y | +3.0% | +255.9% | -252.9% | -40.5% |
| 3Y | +48.6% | +60.2% | -11.6% | +2.7% |
| All | -9.3% | -65.2% | +55.9% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling