+70.1%
TXN vs PFG
+68.8%
+1.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | +2.0% | -3.0% | +5.0% | +3.5% |
| 30D | -8.0% | +2.5% | -10.5% | -9.3% |
| 3M | -7.8% | +6.1% | -13.8% | -11.4% |
| 6M | +32.4% | +31.3% | +1.1% | +11.5% |
| YTD | +51.7% | +33.6% | +18.1% | +25.9% |
| 1Y | +44.3% | +48.5% | -4.2% | +11.7% |
| All | +70.1% | +68.8% | +1.3% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling