+59.9%
TXN vs PCG
+55.2%
+4.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.9% |
| 7D | +2.7% | +6.5% | -3.8% | +1.3% |
| 30D | -6.7% | -16.7% | +10.0% | -3.9% |
| 3M | -8.9% | -14.2% | +5.3% | -7.0% |
| 6M | +34.7% | -21.5% | +56.1% | +40.3% |
| YTD | +53.3% | -11.2% | +64.5% | +54.6% |
| 1Y | +45.0% | -4.2% | +49.2% | +43.1% |
| 3Y | +73.1% | -14.9% | +88.0% | +73.0% |
| 5Y | +59.9% | +54.2% | +5.7% | +31.5% |
| All | +59.9% | +55.2% | +4.7% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling