-23.1%
PPG vs TXG
-62.8%
+39.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.7% |
| 3M | -10.2% | +136.1% | -146.3% | -22.9% |
| 6M | +2.7% | +235.2% | -232.6% | -17.5% |
| YTD | +4.9% | +320.5% | -315.7% | -19.3% |
| 1Y | -3.2% | +425.2% | -428.4% | -29.2% |
| 3Y | -17.0% | +42.9% | -59.9% | -29.2% |
| All | -23.1% | -62.8% | +39.7% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling