+24.1%
PPG vs TXT
+107.7%
-83.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.6% |
| 7D | -6.2% | +2.5% | -8.7% | -7.3% |
| 30D | -7.9% | -8.9% | +0.9% | -4.1% |
| 3M | -10.2% | -13.6% | +3.3% | -4.3% |
| 6M | +2.7% | -13.1% | +15.8% | +9.3% |
| YTD | +4.9% | -7.0% | +11.9% | +8.0% |
| 1Y | -3.2% | -1.4% | -1.8% | -3.1% |
| 3Y | -17.0% | +7.0% | -24.0% | -21.2% |
| 5Y | -23.3% | +15.4% | -38.7% | -30.4% |
| All | +24.1% | +107.7% | -83.7% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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