-14.1%
PCOR vs TXT
+28.6%
-42.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.9% |
| 7D | +23.7% | -2.5% | +26.2% | +25.2% |
| 30D | +39.0% | +12.8% | +26.2% | +28.7% |
| 3M | +35.8% | -3.6% | +39.4% | +37.2% |
| 6M | +38.2% | -6.9% | +45.2% | +40.9% |
| YTD | +3.9% | -2.2% | +6.1% | -0.1% |
| 1Y | +5.7% | +6.3% | -0.6% | -4.4% |
| 3Y | +44.8% | +10.3% | +34.5% | +25.4% |
| 5Y | -19.8% | +10.6% | -30.4% | -34.7% |
| All | -14.1% | +28.6% | -42.7% | -31.4% |
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