+1.7%
PPL vs TXG
+406.9%
-405.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | +0.1% |
| 7D | +1.8% | -19.3% | +21.0% | +1.4% |
| 30D | +8.4% | -30.9% | +39.3% | +7.9% |
| 3M | +2.4% | +41.1% | -38.7% | +2.2% |
| 6M | -4.0% | +211.9% | -215.8% | -3.7% |
| YTD | +4.5% | +314.0% | -309.5% | +3.9% |
| 1Y | +1.7% | +405.4% | -403.7% | -0.9% |
| All | +1.7% | +406.9% | -405.2% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling