-8.4%
PFGC vs TXT
-3.0%
-5.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | -16.0% | -10.4% | -5.5% | -13.3% |
| 3M | -4.1% | -14.3% | +10.2% | -0.1% |
| 6M | +8.7% | -15.1% | +23.8% | +13.1% |
| YTD | +6.4% | -8.3% | +14.7% | +9.3% |
| 1Y | -8.4% | -0.7% | -7.7% | -7.4% |
| All | -8.4% | -3.0% | -5.4% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling