+69.6%
PBR vs TXT
-1.0%
+70.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +8.6% | -4.8% | +13.4% | +8.0% |
| 30D | +12.8% | -10.6% | +23.4% | +11.5% |
| 3M | +14.7% | -13.2% | +27.9% | +13.2% |
| 6M | +25.2% | -20.3% | +45.5% | +24.2% |
| YTD | +77.1% | -9.3% | +86.4% | +72.8% |
| 1Y | +69.6% | -2.7% | +72.3% | +66.7% |
| All | +69.6% | -1.0% | +70.6% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling