+18.8%
TXG vs PFG
+169.6%
-150.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | +1.8% | +5.5% | -3.7% | -0.8% |
| 30D | +32.0% | +2.4% | +29.6% | +30.2% |
| 3M | +87.0% | +13.6% | +73.4% | +74.1% |
| 6M | +180.1% | +27.9% | +152.2% | +146.7% |
| YTD | +284.1% | +35.6% | +248.6% | +229.2% |
| 1Y | +361.7% | +48.5% | +313.2% | +278.0% |
| 3Y | +15.9% | +66.9% | -51.0% | -8.6% |
| 5Y | -66.2% | +111.0% | -177.1% | -74.6% |
| All | +18.8% | +169.6% | -150.8% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling