-77.7%
PLTD vs TXT
+3.0%
-80.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | -0.4% |
| 7D | -9.8% | -1.1% | -8.7% | -10.1% |
| 30D | +18.9% | +13.3% | +5.7% | +26.0% |
| 3M | -4.2% | -5.1% | +0.9% | -6.9% |
| 6M | -34.8% | -7.1% | -27.7% | -36.5% |
| YTD | -21.1% | -3.2% | -17.9% | -20.5% |
| 1Y | -19.3% | +2.3% | -21.6% | -15.1% |
| All | -77.7% | +3.0% | -80.7% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling