+2,426.3%
PWR vs TXT
+104.8%
+2,321.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | +2.7% | +0.8% | +1.8% | +2.2% |
| 30D | -5.1% | -10.4% | +5.3% | +0.5% |
| 3M | -9.4% | -14.3% | +5.0% | -1.9% |
| 6M | +10.4% | -15.1% | +25.5% | +20.2% |
| YTD | +48.6% | -8.3% | +57.0% | +54.4% |
| 1Y | +68.0% | -0.7% | +68.7% | +66.9% |
| 3Y | +204.7% | +6.0% | +198.8% | +184.7% |
| 5Y | +451.9% | +12.5% | +439.4% | +389.6% |
| All | +2,426.3% | +104.8% | +2,321.5% | +1,351.6% |
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