+71.3%
TXN vs PCG
-10.8%
+82.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.5% | -0.3% |
| 7D | +2.2% | +5.4% | -3.2% | +1.5% |
| 30D | -9.5% | -15.1% | +5.6% | -7.7% |
| 3M | -10.5% | -9.8% | -0.7% | -9.9% |
| 6M | +35.4% | -18.0% | +53.4% | +38.8% |
| YTD | +51.8% | -7.2% | +59.0% | +51.9% |
| 1Y | +42.9% | +2.9% | +40.1% | +39.7% |
| 3Y | +71.3% | -11.1% | +82.4% | +67.9% |
| All | +71.3% | -10.8% | +82.1% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling