+122.7%
PLTU vs TXT
-3.1%
+125.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.2% |
| 7D | -0.8% | +0.8% | -1.6% | -1.5% |
| 30D | -8.8% | -10.4% | +1.6% | +1.4% |
| 3M | +41.7% | -14.3% | +56.0% | +65.6% |
| 6M | -9.3% | -15.1% | +5.8% | +4.6% |
| YTD | -35.2% | -8.3% | -26.9% | -34.3% |
| 1Y | -29.5% | -0.7% | -28.8% | -36.5% |
| All | +122.7% | -3.1% | +125.8% | +48.6% |
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