+220.9%
PBF vs TXG
+7.8%
+213.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +6.5% | -1.8% | +8.3% | +6.6% |
| 30D | -20.0% | -20.4% | +0.4% | -18.6% |
| 3M | -3.3% | +0.1% | -3.4% | -4.5% |
| 6M | +76.8% | +176.2% | -99.4% | +56.4% |
| YTD | +168.9% | +256.8% | -87.8% | +127.1% |
| 1Y | +96.4% | +255.9% | -159.5% | +65.3% |
| 3Y | +77.2% | +60.2% | +17.0% | +52.2% |
| 5Y | +417.7% | -65.1% | +482.8% | +392.7% |
| All | +220.9% | +7.8% | +213.1% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling