+415.7%
TXN vs PCAR
+361.0%
+54.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -6.7% | -6.9% | +0.2% | -2.8% |
| 3M | -8.9% | +2.1% | -11.0% | -10.0% |
| 6M | +34.7% | +1.6% | +33.1% | +33.4% |
| YTD | +53.3% | +12.2% | +41.1% | +43.5% |
| 1Y | +45.0% | +28.0% | +17.0% | +25.6% |
| 3Y | +73.1% | +61.0% | +12.1% | +28.8% |
| 5Y | +59.9% | +163.9% | -104.0% | -11.8% |
| 10Y | +415.7% | +367.9% | +47.8% | +114.6% |
| All | +415.7% | +361.0% | +54.7% | +114.6% |
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