+84.6%
TXN vs PFGC
+138.1%
-53.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.2% |
| 7D | +9.5% | +3.4% | +6.0% | +8.3% |
| 30D | +8.7% | +16.9% | -8.2% | +3.0% |
| 3M | +11.6% | +6.4% | +5.2% | +8.9% |
| 6M | +0.1% | +16.0% | -15.9% | -6.0% |
| YTD | +78.8% | +23.6% | +55.2% | +62.6% |
| 1Y | +91.2% | +16.6% | +74.6% | +77.5% |
| 3Y | +125.8% | +82.3% | +43.5% | +76.4% |
| All | +84.6% | +138.1% | -53.5% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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