+298.1%
PFGC vs TXT
+100.3%
+197.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -3.7% | +0.8% | -4.5% | -4.2% |
| 30D | -16.0% | -10.4% | -5.5% | -9.8% |
| 3M | -4.1% | -14.3% | +10.2% | +5.1% |
| 6M | +8.7% | -15.1% | +23.8% | +19.3% |
| YTD | +6.4% | -8.3% | +14.7% | +10.2% |
| 1Y | -8.4% | -0.7% | -7.7% | -10.6% |
| 3Y | +61.8% | +6.0% | +55.8% | +44.6% |
| 5Y | +108.7% | +12.5% | +96.2% | +75.2% |
| 10Y | +298.1% | +103.2% | +194.9% | +107.2% |
| All | +298.1% | +100.3% | +197.8% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TXT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling