+49.7%
PPL vs TXG
+21.5%
+28.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.3% |
| 7D | +1.8% | +9.4% | -7.6% | +1.3% |
| 30D | -1.1% | +26.1% | -27.2% | -2.3% |
| 3M | 0.0% | +124.8% | -124.8% | -4.3% |
| 6M | -7.6% | +215.2% | -222.8% | -13.5% |
| YTD | +1.7% | +302.2% | -300.5% | -6.3% |
| 1Y | +1.5% | +370.9% | -369.4% | -7.7% |
| 3Y | +55.3% | +38.5% | +16.7% | +50.5% |
| 5Y | +37.7% | -64.4% | +102.1% | +40.7% |
| All | +49.7% | +21.5% | +28.3% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling