+53.6%
PPL vs TXG
+20.5%
+33.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.7% | -10.0% | -0.7% |
| 7D | -1.2% | +5.5% | -6.8% | -1.5% |
| 30D | +4.2% | -19.3% | +23.6% | +5.0% |
| 3M | +1.5% | +25.0% | -23.5% | -0.3% |
| 6M | +1.0% | +201.2% | -200.1% | -5.5% |
| YTD | +4.4% | +298.8% | -294.4% | -4.3% |
| 1Y | +0.8% | +326.6% | -325.8% | -8.1% |
| 3Y | +56.5% | +78.3% | -21.8% | +48.1% |
| 5Y | +47.7% | -61.3% | +109.0% | +49.2% |
| All | +53.6% | +20.5% | +33.2% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling