+66.2%
PFGC vs TXT
+4.5%
+61.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -2.2% | -4.8% | +2.6% | -0.4% |
| 30D | -11.9% | -10.6% | -1.3% | -8.2% |
| 3M | +5.0% | -13.2% | +18.2% | +10.2% |
| 6M | +8.6% | -20.3% | +28.9% | +17.8% |
| YTD | +9.7% | -9.3% | +18.9% | +12.7% |
| 1Y | -6.3% | -2.7% | -3.6% | -6.8% |
| All | +66.2% | +4.5% | +61.7% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling