+50.7%
PFE vs RTX
+272.3%
-221.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -3.0% | +1.4% | -4.4% | -3.3% |
| 30D | +5.2% | +7.8% | -2.6% | +3.2% |
| 3M | +12.2% | -9.8% | +22.0% | +14.9% |
| 6M | +17.8% | +13.5% | +4.3% | +13.7% |
| YTD | +26.2% | +10.9% | +15.2% | +22.1% |
| 1Y | +23.2% | +14.0% | +9.2% | +18.3% |
| 3Y | +21.3% | +159.9% | -138.6% | -6.9% |
| 5Y | -23.1% | +151.7% | -174.8% | -41.2% |
| 10Y | +50.7% | +269.0% | -218.3% | +1.1% |
| All | +50.7% | +272.3% | -221.6% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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