-1.2%
PFE vs TXG
+39.1%
-40.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -4.0% | +5.0% | -9.0% | -4.4% |
| 30D | +3.9% | +13.5% | -9.6% | +2.6% |
| 3M | +9.9% | +128.0% | -118.1% | +1.7% |
| 6M | +5.3% | +224.4% | -219.1% | -6.4% |
| YTD | +16.8% | +307.0% | -290.2% | +1.3% |
| 1Y | +20.4% | +427.2% | -406.8% | +1.1% |
| All | -1.2% | +39.1% | -40.3% | -11.3% |
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