-17.4%
PPG vs TXT
+4.6%
-21.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -9.6% | -10.2% | +0.6% | -4.5% |
| 3M | -6.4% | -13.3% | +6.8% | +0.3% |
| 6M | +0.5% | -14.4% | +14.9% | +8.5% |
| YTD | +4.4% | -9.1% | +13.5% | +9.0% |
| 1Y | -0.9% | -2.2% | +1.3% | -0.5% |
| All | -17.4% | +4.6% | -21.9% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling