+210.6%
PWR vs TXT
+5.7%
+204.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +2.1% |
| 7D | +4.5% | -0.2% | +4.7% | +4.6% |
| 30D | -4.9% | -11.1% | +6.2% | +0.5% |
| 3M | -7.9% | -13.0% | +5.1% | -1.9% |
| 6M | +18.3% | -16.2% | +34.5% | +28.0% |
| YTD | +51.5% | -8.7% | +60.2% | +57.3% |
| 1Y | +70.3% | -3.8% | +74.1% | +72.5% |
| 3Y | +210.6% | +5.5% | +205.1% | +184.9% |
| All | +210.6% | +5.7% | +204.9% | +184.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling