-0.8%
PPL vs TXG
+372.5%
-373.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +2.7% | +1.8% | +0.9% | +2.7% |
| 30D | +0.5% | +32.0% | -31.5% | +0.8% |
| 3M | +0.7% | +87.0% | -86.4% | +1.8% |
| 6M | -7.6% | +180.1% | -187.7% | -5.6% |
| YTD | +1.8% | +284.1% | -282.3% | +4.6% |
| 1Y | -0.8% | +361.7% | -362.4% | +2.7% |
| All | -0.8% | +372.5% | -373.2% | +2.7% |
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