+32.9%
PFE vs TXT
+98.4%
-65.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -2.7% | -0.2% | -2.4% | -2.6% |
| 30D | +3.8% | -11.1% | +14.9% | +6.7% |
| 3M | +10.4% | -13.0% | +23.4% | +13.7% |
| 6M | +6.3% | -16.2% | +22.5% | +10.2% |
| YTD | +17.4% | -8.7% | +26.1% | +19.0% |
| 1Y | +21.1% | -3.8% | +24.9% | +21.2% |
| 3Y | -1.6% | +5.5% | -7.1% | -4.7% |
| 5Y | -22.2% | +12.3% | -34.4% | -27.1% |
| 10Y | +32.9% | +97.4% | -64.5% | -5.8% |
| All | +32.9% | +98.4% | -65.5% | -5.8% |
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