+24,087.2%
TXN vs PCG
+89.2%
+23,997.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.2% |
| 7D | +9.5% | +2.2% | +7.3% | +9.1% |
| 30D | +8.7% | +0.8% | +7.9% | +8.6% |
| 3M | +11.6% | -23.8% | +35.4% | +15.3% |
| 6M | +0.1% | -19.6% | +19.7% | +2.5% |
| YTD | +78.8% | -16.7% | +95.5% | +81.8% |
| 1Y | +91.2% | -19.4% | +110.6% | +95.2% |
| 3Y | +125.8% | -18.3% | +144.1% | +128.5% |
| 5Y | +83.8% | +10.4% | +73.4% | +76.8% |
| 10Y | +469.9% | -76.1% | +546.0% | +482.9% |
| All | +24,087.2% | +89.2% | +23,997.9% | +12,042.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling