-14.4%
PCOR vs TXG
-61.1%
+46.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.0% |
| 7D | +22.7% | -15.4% | +38.2% | +28.1% |
| 30D | +37.5% | -22.1% | +59.6% | +45.6% |
| 3M | +35.2% | +30.0% | +5.2% | +18.4% |
| 6M | +42.2% | +160.7% | -118.4% | -3.7% |
| YTD | +3.6% | +263.5% | -259.9% | -39.2% |
| 1Y | -4.8% | +356.0% | -360.8% | -49.4% |
| 3Y | +48.3% | +53.4% | -5.0% | +5.2% |
| 5Y | -20.1% | -66.7% | +46.6% | -11.1% |
| All | -14.4% | -61.1% | +46.7% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling