+250.0%
PWR vs TXT
+11.8%
+238.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.2% | +7.1% | +8.3% |
| 7D | -4.8% | -3.5% | -1.3% | -3.1% |
| 30D | -16.2% | +15.2% | -31.4% | -21.5% |
| 3M | -11.9% | -4.5% | -7.5% | -10.2% |
| 6M | -20.6% | -6.1% | -14.5% | -18.5% |
| YTD | +40.3% | -2.0% | +42.2% | +40.8% |
| 1Y | +33.0% | +4.2% | +28.8% | +30.0% |
| 3Y | +250.0% | +14.4% | +235.6% | +227.7% |
| All | +250.0% | +11.8% | +238.2% | +227.7% |
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