-21.5%
PFE vs TXT
+7.8%
-29.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.2% |
| 7D | -3.7% | -2.5% | -1.2% | -3.2% |
| 30D | +5.0% | +14.4% | -9.4% | +1.9% |
| 3M | +12.2% | -4.9% | +17.1% | +13.1% |
| 6M | +14.6% | -10.2% | +24.8% | +16.7% |
| YTD | +24.1% | -4.1% | +28.2% | +24.1% |
| 1Y | +26.6% | +4.0% | +22.6% | +24.2% |
| 3Y | +14.3% | +8.0% | +6.4% | +10.1% |
| All | -21.5% | +7.8% | -29.2% | -29.8% |
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