+14.3%
PFE vs RTX
+143.3%
-129.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -3.7% | -5.1% | +1.4% | -2.9% |
| 30D | +5.0% | +5.1% | -0.2% | +4.1% |
| 3M | +12.2% | -14.8% | +27.0% | +15.1% |
| 6M | +14.6% | +8.0% | +6.5% | +12.7% |
| YTD | +24.1% | +4.5% | +19.7% | +22.3% |
| 1Y | +26.6% | +9.8% | +16.7% | +23.7% |
| 3Y | +14.3% | +144.2% | -129.9% | +3.2% |
| All | +14.3% | +143.3% | -129.0% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling