+2,090.1%
PPL vs TXT
+2,070.1%
+20.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.7% | -4.8% | +7.4% | +3.6% |
| 30D | +0.5% | -10.6% | +11.1% | +2.6% |
| 3M | +0.7% | -13.2% | +13.8% | +3.2% |
| 6M | -7.6% | -20.3% | +12.7% | -3.9% |
| YTD | +1.8% | -9.3% | +11.1% | +3.1% |
| 1Y | -0.8% | -2.7% | +1.9% | -1.0% |
| 3Y | +56.9% | +1.4% | +55.5% | +53.6% |
| 5Y | +39.5% | +9.6% | +30.0% | +33.1% |
| 10Y | +55.4% | +94.9% | -39.5% | +27.3% |
| All | +2,090.1% | +2,070.1% | +20.0% | +1,031.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling