-0.7%
TXT vs PFG
+47.8%
-48.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +0.8% | +3.2% | -2.4% | -0.2% |
| 30D | -10.4% | +0.9% | -11.4% | -10.7% |
| 3M | -14.3% | +7.7% | -22.1% | -16.7% |
| 6M | -15.1% | +29.0% | -44.1% | -22.6% |
| YTD | -8.3% | +32.5% | -40.8% | -17.5% |
| 1Y | -0.7% | +47.3% | -48.0% | -13.2% |
| All | -0.7% | +47.8% | -48.5% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling