+1,874.2%
PWR vs TXT
+98.8%
+1,775.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.8% |
| 7D | +4.7% | -0.8% | +5.6% | +5.3% |
| 30D | -12.5% | +13.4% | -25.9% | -18.3% |
| 3M | -9.3% | -2.5% | -6.8% | -8.4% |
| 6M | -22.2% | -6.2% | -16.0% | -20.0% |
| YTD | +44.2% | -1.3% | +45.5% | +43.6% |
| 1Y | +35.5% | +4.3% | +31.2% | +31.0% |
| 3Y | +250.4% | +13.2% | +237.2% | +215.1% |
| 5Y | +425.6% | +12.4% | +413.2% | +366.3% |
| 10Y | +1,874.2% | +94.8% | +1,779.5% | +1,066.5% |
| All | +1,874.2% | +98.8% | +1,775.4% | +1,066.5% |
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