+1.5%
PPL vs TXG
+366.6%
-365.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | 0.0% |
| 7D | +1.8% | +9.4% | -7.6% | +1.9% |
| 30D | -1.1% | +26.1% | -27.2% | -0.7% |
| 3M | 0.0% | +124.8% | -124.8% | +1.5% |
| 6M | -7.6% | +215.2% | -222.8% | -5.5% |
| YTD | +1.7% | +302.2% | -300.5% | +4.4% |
| 1Y | +1.5% | +370.9% | -369.4% | +5.0% |
| All | +1.5% | +366.6% | -365.0% | +5.0% |
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 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