+18.8%
TXG vs PFGC
+113.9%
-95.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.8% | -2.2% | +4.0% | +2.3% |
| 30D | +32.0% | -11.9% | +43.9% | +35.4% |
| 3M | +87.0% | +5.0% | +82.0% | +84.4% |
| 6M | +180.1% | +8.6% | +171.5% | +174.5% |
| YTD | +284.1% | +9.7% | +274.4% | +273.8% |
| 1Y | +361.7% | -6.3% | +368.0% | +364.2% |
| 3Y | +15.9% | +58.2% | -42.3% | +5.7% |
| 5Y | -66.2% | +110.4% | -176.6% | -70.3% |
| All | +18.8% | +113.9% | -95.1% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling