+23.4%
PFE vs TXG
+76.2%
-52.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -3.0% | -8.1% | +5.1% | -2.5% |
| 30D | +5.2% | -17.5% | +22.7% | +6.2% |
| 3M | +12.2% | +6.1% | +6.1% | +10.4% |
| 6M | +17.8% | +202.7% | -184.9% | +5.0% |
| YTD | +26.2% | +280.4% | -254.2% | +9.4% |
| 1Y | +23.2% | +274.0% | -250.8% | +6.7% |
| All | +23.4% | +76.2% | -52.8% | +6.6% |
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 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