-22.2%
PFE vs TXG
-65.4%
+43.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -2.6% |
| 7D | -2.7% | +9.4% | -12.0% | -3.3% |
| 30D | +3.8% | +26.1% | -22.2% | +2.2% |
| 3M | +10.4% | +124.8% | -114.4% | +4.1% |
| 6M | +6.3% | +215.2% | -209.0% | -2.5% |
| YTD | +17.4% | +302.2% | -284.8% | +5.7% |
| 1Y | +21.1% | +370.9% | -349.8% | +7.3% |
| 3Y | -1.6% | +38.5% | -40.1% | -10.3% |
| 5Y | -22.2% | -64.4% | +42.2% | -32.6% |
| All | -22.2% | -65.4% | +43.3% | -32.6% |
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 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