+2,164.3%
PPL vs TXT
+2,239.7%
-75.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +1.0% | -2.5% | +3.6% | +1.5% |
| 30D | +6.8% | +12.8% | -6.0% | +4.2% |
| 3M | +3.9% | -3.6% | +7.5% | +4.4% |
| 6M | -2.0% | -6.9% | +4.9% | -1.1% |
| YTD | +5.3% | -2.2% | +7.4% | +4.9% |
| 1Y | +2.2% | +6.3% | -4.1% | +0.2% |
| 3Y | +56.7% | +10.3% | +46.5% | +50.7% |
| 5Y | +49.1% | +10.6% | +38.4% | +41.7% |
| 10Y | +63.6% | +121.0% | -57.3% | +30.8% |
| All | +2,164.3% | +2,239.7% | -75.4% | +1,051.3% |
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 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