+425.2%
TXG vs PFGC
-10.1%
+435.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.8% | +3.4% |
| 7D | +9.5% | -4.8% | +14.2% | +10.6% |
| 30D | +18.8% | -12.5% | +31.3% | +22.1% |
| 3M | +136.1% | -9.7% | +145.8% | +139.1% |
| 6M | +235.2% | +7.0% | +228.2% | +220.4% |
| YTD | +320.5% | +4.5% | +316.1% | +301.2% |
| 1Y | +425.2% | -11.6% | +436.8% | +372.4% |
| All | +425.2% | -10.1% | +435.3% | +372.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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