+801.9%
PBF vs TXG
-63.6%
+865.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | +1.4% | +9.1% | -7.8% | +0.5% |
| 30D | +15.8% | +14.9% | +1.0% | +14.1% |
| 3M | +90.3% | +120.0% | -29.7% | +75.6% |
| 6M | +102.8% | +221.8% | -119.0% | +77.8% |
| YTD | +187.3% | +312.6% | -125.2% | +143.3% |
| 1Y | +161.8% | +398.4% | -236.6% | +114.6% |
| 3Y | +55.5% | +42.1% | +13.4% | +34.4% |
| 5Y | +801.9% | -63.5% | +865.4% | +767.5% |
| All | +801.9% | -63.6% | +865.5% | +767.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling