+10.3%
TXG vs PFGC
+141.0%
-130.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -1.8% | +3.4% | -5.3% | -2.5% |
| 30D | -20.4% | +16.9% | -37.3% | -23.2% |
| 3M | +0.1% | +6.4% | -6.3% | -1.7% |
| 6M | +176.2% | +16.0% | +160.2% | +165.4% |
| YTD | +256.8% | +23.6% | +233.1% | +237.0% |
| 1Y | +255.9% | +16.6% | +239.3% | +240.4% |
| 3Y | +60.2% | +82.3% | -22.1% | +41.3% |
| 5Y | -65.1% | +138.7% | -203.8% | -70.3% |
| All | +10.3% | +141.0% | -130.7% | +17.7% |
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