-20.3%
TXT vs PFG
+27.7%
-48.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | 0.0% |
| 7D | -4.8% | +5.5% | -10.3% | -6.2% |
| 30D | -10.6% | +2.4% | -13.0% | -11.2% |
| 3M | -13.2% | +13.6% | -26.8% | -18.3% |
| 6M | -20.3% | +27.9% | -48.2% | -30.7% |
| All | -20.3% | +27.7% | -48.0% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling