+1,394.7%
TXN vs PFG
+1,015.3%
+379.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.4% | +2.3% |
| 7D | -0.1% | +5.5% | -5.6% | -1.9% |
| 30D | -6.9% | +2.4% | -9.3% | -7.8% |
| 3M | -14.9% | +13.6% | -28.5% | -18.7% |
| 6M | +29.0% | +27.9% | +1.1% | +18.7% |
| YTD | +51.5% | +35.6% | +15.9% | +36.7% |
| 1Y | +41.6% | +48.5% | -6.9% | +24.0% |
| 3Y | +65.8% | +66.9% | -1.0% | +39.9% |
| 5Y | +56.8% | +111.0% | -54.1% | +22.2% |
| 10Y | +387.5% | +244.5% | +143.0% | +212.4% |
| All | +1,394.7% | +1,015.3% | +379.4% | +309.7% |
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