+419.8%
TXN vs PFG
+251.1%
+168.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.8% | +3.4% |
| 7D | +4.0% | -0.4% | +4.4% | +4.2% |
| 30D | -2.9% | +2.9% | -5.7% | -4.2% |
| 3M | -9.1% | +6.7% | -15.8% | -12.2% |
| 6M | +36.6% | +33.8% | +2.9% | +19.4% |
| YTD | +57.5% | +35.0% | +22.5% | +36.9% |
| 1Y | +49.5% | +46.4% | +3.1% | +25.2% |
| 3Y | +76.5% | +71.7% | +4.9% | +37.5% |
| 5Y | +62.4% | +113.7% | -51.3% | +14.2% |
| All | +419.8% | +251.1% | +168.7% | +194.5% |
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 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