+99.7%
TXN vs PCG
-14.1%
+113.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | +1.0% | +1.9% | -0.9% | +1.1% |
| 30D | +6.1% | +8.5% | -2.4% | +6.4% |
| 3M | +10.4% | -22.9% | +33.3% | +10.4% |
| 6M | +12.6% | -16.8% | +29.3% | +12.5% |
| YTD | +83.5% | -15.8% | +99.2% | +90.4% |
| 1Y | +99.7% | -16.0% | +115.7% | +109.3% |
| All | +99.7% | -14.1% | +113.8% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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