-14.4%
PCOR vs TXT
+26.0%
-40.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.7% |
| 7D | +22.7% | -2.5% | +25.2% | +24.2% |
| 30D | +37.5% | +14.4% | +23.1% | +26.3% |
| 3M | +35.2% | -4.9% | +40.1% | +37.6% |
| 6M | +42.2% | -10.2% | +52.5% | +48.1% |
| YTD | +3.6% | -4.1% | +7.7% | +0.6% |
| 1Y | -4.8% | +4.0% | -8.7% | -12.8% |
| 3Y | +48.3% | +8.0% | +40.4% | +30.0% |
| 5Y | -20.1% | +8.4% | -28.5% | -34.2% |
| All | -14.4% | +26.0% | -40.4% | -30.9% |
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