+180.4%
PBF vs TXG
+453.6%
-273.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.6% |
| 7D | +5.3% | +9.5% | -4.2% | +5.4% |
| 30D | +11.7% | +18.8% | -7.0% | +11.9% |
| 3M | +91.1% | +136.1% | -45.0% | +98.4% |
| 6M | +88.4% | +235.2% | -146.8% | +96.3% |
| YTD | +194.1% | +320.5% | -126.5% | +195.6% |
| 1Y | +180.4% | +425.2% | -244.8% | +167.0% |
| All | +180.4% | +453.6% | -273.2% | +167.0% |
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