+516.8%
TXT vs PFG
+1,008.7%
-491.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.4% |
| 7D | -1.1% | +3.0% | -4.0% | -2.7% |
| 30D | +17.1% | +8.2% | +8.9% | +12.2% |
| 3M | -2.6% | +2.7% | -5.3% | -4.4% |
| 6M | -4.6% | +17.2% | -21.8% | -13.1% |
| YTD | -0.3% | +34.8% | -35.1% | -16.2% |
| 1Y | +5.9% | +43.6% | -37.7% | -14.1% |
| 3Y | +14.4% | +85.4% | -71.0% | -20.1% |
| 5Y | +15.9% | +102.2% | -86.3% | -23.7% |
| 10Y | +99.6% | +190.2% | -90.6% | +6.9% |
| All | +516.8% | +1,008.7% | -491.9% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling