+64.4%
PPL vs TXT
+115.3%
-50.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | -1.2% | -3.5% | +2.3% | -0.2% |
| 30D | +4.2% | +15.2% | -10.9% | -0.2% |
| 3M | +1.5% | -4.5% | +6.0% | +2.5% |
| 6M | +1.0% | -6.1% | +7.2% | +2.2% |
| YTD | +4.4% | -2.0% | +6.3% | +3.5% |
| 1Y | +0.8% | +4.2% | -3.5% | -1.9% |
| 3Y | +56.5% | +14.4% | +42.1% | +44.5% |
| 5Y | +47.7% | +12.3% | +35.3% | +34.3% |
| 10Y | +64.4% | +101.8% | -37.4% | +10.6% |
| All | +64.4% | +115.3% | -50.9% | +10.6% |
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