-59.4%
TXG vs PFGC
+110.3%
-169.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.8% | +3.6% |
| 7D | +9.5% | -4.8% | +14.2% | +12.9% |
| 30D | +18.8% | -12.5% | +31.3% | +29.2% |
| 3M | +136.1% | -9.7% | +145.8% | +149.4% |
| 6M | +235.2% | +7.0% | +228.2% | +213.9% |
| YTD | +320.5% | +4.5% | +316.1% | +291.2% |
| 1Y | +425.2% | -11.6% | +436.8% | +450.0% |
| 3Y | +42.9% | +58.5% | -15.6% | -3.6% |
| All | -59.4% | +110.3% | -169.7% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling