+455.6%
TXN vs PCAR
+326.7%
+128.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.7% | +2.9% | +4.5% |
| 7D | -2.1% | +2.9% | -5.0% | -3.7% |
| 30D | +4.7% | -2.1% | +6.9% | +5.9% |
| 3M | +3.9% | -20.4% | +24.2% | +18.3% |
| 6M | +3.8% | -7.0% | +10.8% | +7.9% |
| YTD | +74.2% | -2.6% | +76.8% | +76.6% |
| 1Y | +88.2% | +9.8% | +78.4% | +78.1% |
| 3Y | +124.0% | +37.3% | +86.7% | +82.4% |
| 5Y | +78.4% | +116.4% | -38.1% | +10.0% |
| 10Y | +455.6% | +293.0% | +162.6% | +165.3% |
| All | +455.6% | +326.7% | +128.9% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling