-13.3%
PCOR vs TXT
+31.0%
-44.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -1.2% |
| 7D | +20.7% | -1.1% | +21.8% | +21.2% |
| 30D | +35.7% | +17.1% | +18.6% | +23.1% |
| 3M | +31.1% | -2.6% | +33.7% | +31.8% |
| 6M | +43.1% | -4.6% | +47.7% | +43.8% |
| YTD | +4.8% | -0.3% | +5.2% | -0.3% |
| 1Y | -3.7% | +5.9% | -9.6% | -12.4% |
| 3Y | +46.5% | +14.4% | +32.2% | +24.0% |
| 5Y | -17.3% | +15.9% | -33.1% | -33.7% |
| All | -13.3% | +31.0% | -44.3% | -31.5% |
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