+303.0%
PFGC vs TXT
+99.4%
+203.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.3% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -15.8% | -11.1% | -4.7% | -9.1% |
| 3M | -0.6% | -13.0% | +12.4% | +7.8% |
| 6M | +10.7% | -16.2% | +26.9% | +22.5% |
| YTD | +7.6% | -8.7% | +16.4% | +11.8% |
| 1Y | -7.8% | -3.8% | -4.0% | -8.2% |
| 3Y | +63.7% | +5.5% | +58.2% | +46.8% |
| 5Y | +112.3% | +12.3% | +100.0% | +78.4% |
| All | +303.0% | +99.4% | +203.6% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling