+250.8%
PBF vs TXG
+27.0%
+223.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.2% |
| 7D | +5.3% | +9.5% | -4.2% | +4.4% |
| 30D | +11.7% | +18.8% | -7.0% | +9.6% |
| 3M | +91.1% | +136.1% | -45.0% | +74.2% |
| 6M | +88.4% | +235.2% | -146.8% | +63.3% |
| YTD | +194.1% | +320.5% | -126.5% | +146.8% |
| 1Y | +180.4% | +425.2% | -244.8% | +126.9% |
| 3Y | +59.3% | +42.9% | +16.4% | +39.2% |
| 5Y | +816.3% | -62.8% | +879.1% | +773.7% |
| All | +250.8% | +27.0% | +223.8% | +136.5% |
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