+605.1%
TXN vs PFGC
+409.4%
+195.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | +2.2% | -2.4% | +4.6% | +2.7% |
| 30D | -9.5% | -15.8% | +6.3% | -6.3% |
| 3M | -10.5% | -0.6% | -9.9% | -10.7% |
| 6M | +35.4% | +10.7% | +24.7% | +31.8% |
| YTD | +51.8% | +7.6% | +44.1% | +48.1% |
| 1Y | +42.9% | -7.8% | +50.8% | +44.0% |
| 3Y | +71.3% | +63.7% | +7.6% | +53.1% |
| 5Y | +58.0% | +112.3% | -54.3% | +32.7% |
| 10Y | +393.3% | +286.7% | +106.6% | +268.2% |
| All | +605.1% | +409.4% | +195.7% | +412.3% |
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