+49.6%
PFE vs RTX
+287.5%
-237.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.4% |
| 7D | -4.7% | -3.2% | -1.5% | -4.0% |
| 30D | +3.4% | +5.6% | -2.2% | +1.9% |
| 3M | +9.2% | -11.7% | +20.9% | +12.4% |
| 6M | +15.8% | +12.3% | +3.5% | +12.0% |
| YTD | +23.4% | +8.2% | +15.2% | +20.1% |
| 1Y | +25.8% | +12.6% | +13.2% | +21.2% |
| 3Y | +17.8% | +152.8% | -135.0% | -9.1% |
| 5Y | -20.2% | +140.2% | -160.4% | -38.4% |
| 10Y | +49.6% | +273.8% | -224.2% | -4.8% |
| All | +49.6% | +287.5% | -237.9% | -4.8% |
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