+25.8%
TXG vs PFG
+165.6%
-139.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +5.0% | -3.0% | +8.0% | +6.4% |
| 30D | +13.5% | +2.5% | +11.0% | +11.9% |
| 3M | +128.0% | +6.1% | +122.0% | +119.6% |
| 6M | +224.4% | +31.3% | +193.1% | +182.0% |
| YTD | +307.0% | +33.6% | +273.4% | +251.0% |
| 1Y | +427.2% | +48.5% | +378.7% | +331.4% |
| 3Y | +40.2% | +69.6% | -29.5% | +9.9% |
| 5Y | -64.0% | +111.5% | -175.5% | -72.9% |
| All | +25.8% | +165.6% | -139.8% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling