+456.7%
PWR vs TXT
+12.6%
+444.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +2.0% |
| 7D | +4.5% | -0.2% | +4.7% | +4.6% |
| 30D | -4.9% | -11.1% | +6.2% | +1.1% |
| 3M | -7.9% | -13.0% | +5.1% | -1.2% |
| 6M | +18.3% | -16.2% | +34.5% | +29.5% |
| YTD | +51.5% | -8.7% | +60.2% | +57.7% |
| 1Y | +70.3% | -3.8% | +74.1% | +72.0% |
| 3Y | +210.6% | +5.5% | +205.1% | +188.2% |
| 5Y | +456.7% | +12.3% | +444.4% | +380.0% |
| All | +456.7% | +12.6% | +444.1% | +380.0% |
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