-64.5%
TXG vs PFG
+95.0%
-159.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -3.4% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -17.7% | +5.0% | -22.6% | -20.7% |
| 3M | +2.3% | +0.1% | +2.3% | +2.1% |
| 6M | +182.5% | +13.8% | +168.7% | +144.7% |
| YTD | +262.4% | +31.2% | +231.1% | +174.6% |
| 1Y | +254.1% | +37.1% | +217.0% | +156.9% |
| 3Y | +66.6% | +80.6% | -14.0% | -8.1% |
| 5Y | -64.5% | +93.7% | -158.2% | -81.4% |
| All | -64.5% | +95.0% | -159.5% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling