+97.4%
TXT vs PFG
+239.4%
-142.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.6% |
| 7D | -0.2% | +6.0% | -6.2% | -4.5% |
| 30D | -11.1% | +2.2% | -13.3% | -12.7% |
| 3M | -13.0% | +10.4% | -23.3% | -19.5% |
| 6M | -16.2% | +27.8% | -44.0% | -30.2% |
| YTD | -8.7% | +33.6% | -42.4% | -26.7% |
| 1Y | -3.8% | +49.3% | -53.1% | -28.9% |
| 3Y | +5.5% | +69.7% | -64.2% | -30.4% |
| 5Y | +12.3% | +111.3% | -99.1% | -38.9% |
| 10Y | +97.4% | +240.3% | -142.9% | -31.7% |
| All | +97.4% | +239.4% | -142.0% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling