+419.1%
PFGC vs TXT
+111.5%
+307.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -2.2% | -4.8% | +2.6% | +0.9% |
| 30D | -11.9% | -10.6% | -1.3% | -5.6% |
| 3M | +5.0% | -13.2% | +18.2% | +13.7% |
| 6M | +8.6% | -20.3% | +28.9% | +23.7% |
| YTD | +9.7% | -9.3% | +18.9% | +14.3% |
| 1Y | -6.3% | -2.7% | -3.6% | -7.3% |
| 3Y | +58.2% | +1.4% | +56.8% | +46.9% |
| 5Y | +110.4% | +9.6% | +100.9% | +82.2% |
| 10Y | +272.8% | +94.9% | +177.9% | +98.6% |
| All | +419.1% | +111.5% | +307.6% | +162.1% |
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