+58.1%
TXN vs PFG
+107.2%
-49.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | +2.7% | +3.2% | -0.5% | +0.9% |
| 30D | -6.7% | +0.9% | -7.7% | -7.4% |
| 3M | -8.9% | +7.7% | -16.6% | -13.1% |
| 6M | +34.7% | +29.0% | +5.7% | +16.5% |
| YTD | +53.3% | +32.5% | +20.9% | +30.4% |
| 1Y | +45.0% | +47.3% | -2.3% | +16.3% |
| 3Y | +73.1% | +68.2% | +4.9% | +28.1% |
| All | +58.1% | +107.2% | -49.1% | +3.1% |
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