+96.4%
PBF vs TXG
+254.8%
-158.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.4% |
| 7D | +6.5% | -1.8% | +8.3% | +6.4% |
| 30D | -20.0% | -20.4% | +0.4% | -20.7% |
| 3M | -3.3% | +0.1% | -3.4% | -2.1% |
| 6M | +76.8% | +176.2% | -99.4% | +109.0% |
| YTD | +168.9% | +256.8% | -87.8% | +214.2% |
| 1Y | +96.4% | +255.9% | -159.5% | +129.5% |
| All | +96.4% | +254.8% | -158.5% | +129.5% |
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 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