-77.0%
PLTD vs TXT
-2.8%
-74.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.6% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | -0.7% | -11.1% | +10.3% | -6.3% |
| 3M | -31.0% | -13.0% | -18.1% | -34.7% |
| 6M | -24.8% | -16.2% | -8.6% | -30.4% |
| YTD | -18.6% | -8.7% | -9.8% | -20.0% |
| 1Y | -31.8% | -3.8% | -28.0% | -30.2% |
| All | -77.0% | -2.8% | -74.2% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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