+2,393.1%
PWR vs TXT
+103.1%
+2,290.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.9% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -7.7% | -10.2% | +2.5% | -2.3% |
| 3M | -4.9% | -13.3% | +8.3% | +2.2% |
| 6M | +9.7% | -14.4% | +24.1% | +19.0% |
| YTD | +46.7% | -9.1% | +55.8% | +53.1% |
| 1Y | +58.7% | -2.2% | +60.9% | +58.9% |
| 3Y | +200.7% | +5.1% | +195.7% | +182.2% |
| 5Y | +438.6% | +12.8% | +425.7% | +377.1% |
| All | +2,393.1% | +103.1% | +2,290.0% | +1,339.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling