+84.6%
TXN vs PFG
+92.7%
-8.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.1% |
| 7D | +9.5% | +2.4% | +7.1% | +8.2% |
| 30D | +8.7% | +5.9% | +2.8% | +5.9% |
| 3M | +11.6% | -0.4% | +12.0% | +11.6% |
| 6M | +0.1% | +14.8% | -14.7% | -7.7% |
| YTD | +78.8% | +31.9% | +46.9% | +52.6% |
| 1Y | +91.2% | +38.8% | +52.4% | +58.8% |
| 3Y | +125.8% | +82.4% | +43.4% | +61.5% |
| All | +84.6% | +92.7% | -8.1% | +28.4% |
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