+55.7%
PBF vs TXG
+41.0%
+14.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | +1.4% | +9.1% | -7.8% | +0.4% |
| 30D | +15.8% | +14.9% | +1.0% | +13.8% |
| 3M | +90.3% | +120.0% | -29.7% | +73.5% |
| 6M | +102.8% | +221.8% | -119.0% | +73.8% |
| YTD | +187.3% | +312.6% | -125.2% | +134.6% |
| 1Y | +161.8% | +398.4% | -236.6% | +104.1% |
| All | +55.7% | +41.0% | +14.6% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling