+8,390.6%
PWR vs TXT
+220.3%
+8,170.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +3.6% | -4.8% | +8.4% | +5.8% |
| 30D | -8.6% | -10.6% | +2.0% | -4.0% |
| 3M | -13.2% | -13.2% | 0.0% | -7.8% |
| 6M | +9.9% | -20.3% | +30.2% | +21.4% |
| YTD | +48.0% | -9.3% | +57.3% | +53.7% |
| 1Y | +66.2% | -2.7% | +68.9% | +67.0% |
| 3Y | +195.1% | +1.4% | +193.7% | +186.4% |
| 5Y | +442.6% | +9.6% | +433.0% | +403.8% |
| 10Y | +2,334.2% | +94.9% | +2,239.3% | +1,568.0% |
| All | +8,390.6% | +220.3% | +8,170.3% | +3,280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling