+488.3%
PFGC vs TXT
+128.5%
+359.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.7% | +2.6% |
| 7D | +10.8% | -3.5% | +14.4% | +13.3% |
| 30D | +17.8% | +15.2% | +2.6% | +7.1% |
| 3M | -2.7% | -4.5% | +1.7% | -0.8% |
| 6M | +20.0% | -6.1% | +26.1% | +22.5% |
| YTD | +24.3% | -2.0% | +26.3% | +22.3% |
| 1Y | +13.2% | +4.2% | +9.0% | +6.9% |
| 3Y | +85.9% | +14.4% | +71.5% | +58.6% |
| 5Y | +141.0% | +12.3% | +128.7% | +104.4% |
| 10Y | +370.6% | +101.8% | +268.8% | +139.3% |
| All | +488.3% | +128.5% | +359.7% | +180.6% |
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