+70.4%
PCAR vs TXT
+1.6%
+68.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -0.5% | -4.8% | +4.3% | +2.0% |
| 30D | -6.2% | -10.6% | +4.4% | -0.9% |
| 3M | +5.9% | -13.2% | +19.1% | +13.1% |
| 6M | +0.4% | -20.3% | +20.7% | +11.8% |
| YTD | +14.8% | -9.3% | +24.1% | +18.5% |
| 1Y | +30.1% | -2.7% | +32.8% | +28.9% |
| All | +70.4% | +1.6% | +68.8% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling