+5.0%
TXT vs PFG
+70.7%
-65.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.4% |
| 7D | -4.8% | +5.5% | -10.3% | -7.5% |
| 30D | -10.6% | +2.4% | -13.0% | -11.9% |
| 3M | -13.2% | +13.6% | -26.8% | -19.4% |
| 6M | -20.3% | +27.9% | -48.2% | -30.9% |
| YTD | -9.3% | +35.6% | -44.8% | -24.2% |
| 1Y | -2.7% | +48.5% | -51.2% | -23.3% |
| All | +5.0% | +70.7% | -65.7% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling