-34.1%
PCOR vs TXT
+19.3%
-53.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.0% |
| 7D | -9.0% | -4.8% | -4.2% | -6.3% |
| 30D | +4.2% | -10.6% | +14.8% | +11.0% |
| 3M | +14.4% | -13.2% | +27.6% | +23.0% |
| 6M | +0.2% | -20.3% | +20.5% | +12.3% |
| YTD | -20.3% | -9.3% | -11.0% | -19.2% |
| 1Y | -16.1% | -2.7% | -13.4% | -19.3% |
| 3Y | -14.7% | +1.4% | -16.1% | -21.8% |
| 5Y | -43.2% | +9.6% | -52.7% | -51.9% |
| All | -34.1% | +19.3% | -53.3% | -44.5% |
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