+21,202.8%
TXN vs PG
+4,002.3%
+17,200.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.2% |
| 7D | +4.0% | -0.8% | +4.8% | +4.3% |
| 30D | -2.9% | +0.8% | -3.7% | -3.2% |
| 3M | -9.1% | -1.3% | -7.8% | -9.1% |
| 6M | +36.6% | -3.8% | +40.5% | +37.6% |
| YTD | +57.5% | +3.6% | +53.9% | +54.1% |
| 1Y | +49.5% | -5.7% | +55.3% | +51.2% |
| 3Y | +76.5% | +1.6% | +75.0% | +71.5% |
| 5Y | +62.4% | +14.6% | +47.8% | +49.8% |
| 10Y | +429.7% | +121.2% | +308.5% | +284.6% |
| All | +21,202.8% | +4,002.3% | +17,200.4% | +4,251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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