+21.1%
PFE vs RTX
+28.6%
-7.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -2.7% | -3.1% | +0.4% | -2.1% |
| 30D | +3.8% | -10.6% | +14.4% | +6.1% |
| 3M | +10.4% | +11.6% | -1.3% | +7.3% |
| 6M | +6.3% | -4.5% | +10.8% | +6.4% |
| YTD | +17.4% | +9.6% | +7.8% | +13.0% |
| 1Y | +21.1% | +30.8% | -9.7% | +8.4% |
| All | +21.1% | +28.6% | -7.4% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling