+2.6%
PPG vs TXG
+27.0%
-24.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.1% |
| 7D | -6.2% | +9.5% | -15.7% | -7.6% |
| 30D | -7.9% | +18.8% | -26.7% | -10.5% |
| 3M | -10.2% | +136.1% | -146.3% | -22.0% |
| 6M | +2.7% | +235.2% | -232.6% | -16.1% |
| YTD | +4.9% | +320.5% | -315.7% | -17.6% |
| 1Y | -3.2% | +425.2% | -428.4% | -27.4% |
| 3Y | -17.0% | +42.9% | -59.9% | -28.8% |
| 5Y | -23.3% | -62.8% | +39.5% | -28.3% |
| All | +2.6% | +27.0% | -24.4% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling