+15.0%
PFE vs TXG
+188.3%
-173.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.6% | -2.1% |
| 7D | -2.1% | +1.8% | -3.9% | -2.1% |
| 30D | +3.1% | -17.7% | +20.8% | +2.8% |
| 3M | +11.2% | +2.3% | +8.8% | +10.4% |
| 6M | +15.0% | +182.5% | -167.5% | +15.6% |
| All | +15.0% | +188.3% | -173.2% | +15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling