+233.1%
PBF vs TXG
+16.0%
+217.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +4.3% | +1.8% | +2.5% | +4.1% |
| 30D | +22.0% | +32.0% | -10.0% | +18.3% |
| 3M | +74.5% | +87.0% | -12.5% | +62.7% |
| 6M | +67.7% | +180.1% | -112.4% | +48.2% |
| YTD | +179.2% | +284.1% | -104.9% | +136.5% |
| 1Y | +170.0% | +361.7% | -191.7% | +121.6% |
| 3Y | +66.4% | +15.9% | +50.5% | +48.3% |
| 5Y | +764.5% | -66.2% | +830.7% | +732.8% |
| All | +233.1% | +16.0% | +217.1% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling