-23.7%
PPG vs TXT
+10.7%
-34.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | -9.6% | -10.2% | +0.6% | -4.1% |
| 3M | -6.4% | -13.3% | +6.8% | +0.9% |
| 6M | +0.5% | -14.4% | +14.9% | +9.1% |
| YTD | +4.4% | -9.1% | +13.5% | +9.3% |
| 1Y | -0.9% | -2.2% | +1.3% | -0.7% |
| 3Y | -17.0% | +5.1% | -22.0% | -22.8% |
| 5Y | -23.7% | +12.8% | -36.5% | -34.1% |
| All | -23.7% | +10.7% | -34.4% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling