+15,068.3%
PCAR vs TXT
+2,070.1%
+12,998.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -0.5% | -4.8% | +4.3% | +1.7% |
| 30D | -6.2% | -10.6% | +4.4% | -1.5% |
| 3M | +5.9% | -13.2% | +19.1% | +12.4% |
| 6M | +0.4% | -20.3% | +20.7% | +10.5% |
| YTD | +14.8% | -9.3% | +24.1% | +18.8% |
| 1Y | +30.1% | -2.7% | +32.8% | +30.3% |
| 3Y | +66.7% | +1.4% | +65.3% | +62.2% |
| 5Y | +166.1% | +9.6% | +156.6% | +146.5% |
| 10Y | +353.7% | +94.9% | +258.8% | +195.6% |
| All | +15,068.3% | +2,070.1% | +12,998.3% | +2,941.1% |
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 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