+404.2%
PWR vs TXT
+13.0%
+391.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.2% | +7.1% | +8.2% |
| 7D | -4.8% | -3.5% | -1.3% | -2.8% |
| 30D | -16.2% | +15.2% | -31.4% | -22.3% |
| 3M | -11.9% | -4.5% | -7.5% | -10.0% |
| 6M | -20.6% | -6.1% | -14.5% | -18.3% |
| YTD | +40.3% | -2.0% | +42.2% | +40.3% |
| 1Y | +33.0% | +4.2% | +28.8% | +28.8% |
| 3Y | +250.0% | +14.4% | +235.6% | +210.0% |
| 5Y | +404.2% | +12.3% | +391.8% | +342.0% |
| All | +404.2% | +13.0% | +391.2% | +342.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling