+730.8%
TXN vs PFGC
+485.1%
+245.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.1% |
| 7D | +9.5% | +3.4% | +6.0% | +8.7% |
| 30D | +8.7% | +16.9% | -8.2% | +5.0% |
| 3M | +11.6% | +6.4% | +5.2% | +9.8% |
| 6M | +0.1% | +16.0% | -15.9% | -3.7% |
| YTD | +78.8% | +23.6% | +55.2% | +69.1% |
| 1Y | +91.2% | +16.6% | +74.6% | +82.9% |
| 3Y | +125.8% | +82.3% | +43.5% | +96.8% |
| 5Y | +83.8% | +138.7% | -54.9% | +50.4% |
| 10Y | +469.9% | +352.8% | +117.0% | +311.1% |
| All | +730.8% | +485.1% | +245.7% | +485.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling