-63.5%
TXG vs PFG
+109.8%
-173.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.3% |
| 7D | +9.1% | +3.2% | +5.9% | +5.8% |
| 30D | +14.9% | +0.9% | +13.9% | +13.4% |
| 3M | +120.0% | +7.7% | +112.3% | +101.2% |
| 6M | +221.8% | +29.0% | +192.9% | +149.6% |
| YTD | +312.6% | +32.5% | +280.1% | +211.4% |
| 1Y | +398.4% | +47.3% | +351.1% | +238.4% |
| 3Y | +42.1% | +68.2% | -26.1% | -14.8% |
| 5Y | -63.5% | +108.5% | -171.9% | -80.4% |
| All | -63.5% | +109.8% | -173.3% | -80.4% |
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