+111.0%
PBF vs TXG
+406.9%
-295.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.4% | -10.1% | -6.5% |
| 7D | -0.9% | -19.3% | +18.4% | -1.8% |
| 30D | -13.7% | -30.9% | +17.2% | -14.6% |
| 3M | +10.6% | +41.1% | -30.5% | +13.1% |
| 6M | +61.2% | +211.9% | -150.7% | +81.2% |
| YTD | +172.7% | +314.0% | -141.3% | +197.1% |
| 1Y | +111.0% | +405.4% | -294.4% | +127.1% |
| All | +111.0% | +406.9% | -295.9% | +127.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling