+294.0%
PCAR vs TXT
+112.2%
+181.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.5% |
| 7D | +0.1% | -2.5% | +2.6% | +1.2% |
| 30D | -4.6% | +14.4% | -19.0% | -10.6% |
| 3M | -22.6% | -4.9% | -17.6% | -21.3% |
| 6M | -12.0% | -10.2% | -1.7% | -8.5% |
| YTD | -6.1% | -4.1% | -2.0% | -5.8% |
| 1Y | +6.3% | +4.0% | +2.4% | +2.8% |
| 3Y | +31.8% | +8.0% | +23.8% | +23.9% |
| 5Y | +104.2% | +8.4% | +95.7% | +88.2% |
| All | +294.0% | +112.2% | +181.8% | +154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling