+485.3%
PFGC vs TXT
+130.0%
+355.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.8% |
| 7D | +1.5% | -0.8% | +2.3% | +2.0% |
| 30D | +17.4% | +13.4% | +4.0% | +7.7% |
| 3M | -2.4% | -2.5% | +0.1% | -1.8% |
| 6M | +18.2% | -6.2% | +24.4% | +20.7% |
| YTD | +23.7% | -1.3% | +25.0% | +21.2% |
| 1Y | +15.0% | +4.3% | +10.6% | +8.5% |
| 3Y | +82.3% | +13.2% | +69.1% | +56.7% |
| 5Y | +131.9% | +12.4% | +119.6% | +96.8% |
| 10Y | +353.0% | +94.8% | +258.2% | +131.6% |
| All | +485.3% | +130.0% | +355.4% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling