+2,665.1%
PPG vs TXT
+2,083.0%
+582.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -7.8% | -11.1% | +3.3% | -3.6% |
| 3M | -2.2% | -13.0% | +10.8% | +3.0% |
| 6M | +4.1% | -16.2% | +20.3% | +11.4% |
| YTD | +9.1% | -8.7% | +17.8% | +12.6% |
| 1Y | +1.0% | -3.8% | +4.7% | +2.0% |
| 3Y | -13.3% | +5.5% | -18.8% | -16.2% |
| 5Y | -19.2% | +12.3% | -31.5% | -24.3% |
| 10Y | +25.9% | +97.4% | -71.5% | -10.9% |
| All | +2,665.1% | +2,083.0% | +582.2% | +515.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling