+12.3%
TXT vs PFG
+110.7%
-98.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.4% |
| 7D | -0.2% | +6.0% | -6.2% | -3.8% |
| 30D | -11.1% | +2.2% | -13.3% | -12.4% |
| 3M | -13.0% | +10.4% | -23.3% | -18.6% |
| 6M | -16.2% | +27.8% | -44.0% | -28.4% |
| YTD | -8.7% | +33.6% | -42.4% | -24.5% |
| 1Y | -3.8% | +49.3% | -53.1% | -26.0% |
| 3Y | +5.5% | +69.7% | -64.2% | -26.4% |
| 5Y | +12.3% | +111.3% | -99.1% | -34.6% |
| All | +12.3% | +110.7% | -98.4% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling