+1,573.8%
PBR vs TXT
+243.9%
+1,329.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +8.6% | -4.8% | +13.4% | +10.9% |
| 30D | +12.8% | -10.6% | +23.4% | +18.4% |
| 3M | +14.7% | -13.2% | +27.9% | +20.9% |
| 6M | +25.2% | -20.3% | +45.5% | +36.3% |
| YTD | +77.1% | -9.3% | +86.4% | +80.6% |
| 1Y | +69.6% | -2.7% | +72.3% | +66.7% |
| 3Y | +95.6% | +1.4% | +94.2% | +83.4% |
| 5Y | +501.8% | +9.6% | +492.2% | +423.2% |
| 10Y | +640.6% | +94.9% | +545.7% | +381.8% |
| All | +1,573.8% | +243.9% | +1,329.9% | +736.8% |
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