+361.7%
TXG vs PFG
+51.4%
+310.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +1.8% | +5.5% | -3.7% | 0.0% |
| 30D | +32.0% | +2.4% | +29.6% | +30.8% |
| 3M | +87.0% | +13.6% | +73.4% | +71.6% |
| 6M | +180.1% | +27.9% | +152.2% | +132.6% |
| YTD | +284.1% | +35.6% | +248.6% | +210.7% |
| 1Y | +361.7% | +48.5% | +313.2% | +261.5% |
| All | +361.7% | +51.4% | +310.3% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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