+48.5%
PPL vs TXT
+7.8%
+40.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | +0.4% | -2.5% | +2.9% | +0.9% |
| 30D | +5.4% | +14.4% | -8.9% | +2.5% |
| 3M | +4.3% | -4.9% | +9.2% | +5.2% |
| 6M | -1.3% | -10.2% | +8.9% | +0.4% |
| YTD | +4.7% | -4.1% | +8.8% | +4.5% |
| 1Y | +1.3% | +4.0% | -2.7% | -0.8% |
| 3Y | +57.2% | +8.0% | +49.3% | +49.2% |
| All | +48.5% | +7.8% | +40.7% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling