+272.5%
PM vs TXT
+89.4%
+183.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -3.2% | +13.3% | -16.6% | -6.1% |
| 3M | +6.2% | -5.0% | +11.2% | +7.2% |
| 6M | +7.7% | -8.4% | +16.1% | +9.3% |
| YTD | +27.3% | -4.0% | +31.2% | +27.3% |
| 1Y | +32.8% | +2.8% | +30.0% | +30.6% |
| 3Y | +150.0% | +10.3% | +139.7% | +136.6% |
| 5Y | +164.2% | +9.2% | +155.1% | +146.3% |
| All | +272.5% | +89.4% | +183.1% | +154.9% |
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