-20.7%
PFE vs TXT
+10.4%
-31.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +1.8% | -4.8% | +6.5% | +2.8% |
| 30D | +10.2% | -10.6% | +20.8% | +12.9% |
| 3M | +12.7% | -13.2% | +25.9% | +15.9% |
| 6M | +10.5% | -20.3% | +30.9% | +15.8% |
| YTD | +20.2% | -9.3% | +29.4% | +21.8% |
| 1Y | +24.1% | -2.7% | +26.8% | +23.6% |
| 3Y | -3.6% | +1.4% | -4.9% | -5.8% |
| All | -20.7% | +10.4% | -31.1% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling