+222.4%
PTC vs TXT
+97.6%
+124.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.7% | -5.9% |
| 7D | -10.3% | -4.8% | -5.5% | -8.4% |
| 30D | +1.1% | -10.6% | +11.8% | +5.8% |
| 3M | +1.6% | -13.2% | +14.8% | +7.0% |
| 6M | -13.5% | -20.3% | +6.9% | -6.1% |
| YTD | -19.1% | -9.3% | -9.8% | -17.5% |
| 1Y | -33.9% | -2.7% | -31.2% | -34.8% |
| 3Y | -3.9% | +1.4% | -5.3% | -8.7% |
| 5Y | +6.0% | +9.6% | -3.5% | -3.8% |
| All | +222.4% | +97.6% | +124.8% | +126.8% |
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