+3,280.0%
PFE vs RTX
+10,530.0%
-7,250.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | +1.8% | -5.2% | +6.9% | +3.4% |
| 30D | +10.2% | -9.4% | +19.6% | +13.6% |
| 3M | +12.7% | +12.3% | +0.4% | +8.2% |
| 6M | +10.5% | -3.1% | +13.7% | +11.0% |
| YTD | +20.2% | +10.7% | +9.5% | +15.4% |
| 1Y | +24.1% | +28.4% | -4.4% | +13.4% |
| 3Y | -3.6% | +147.1% | -150.6% | -30.0% |
| 5Y | -20.9% | +167.2% | -188.1% | -45.0% |
| 10Y | +35.8% | +274.7% | -238.9% | -20.8% |
| All | +3,280.0% | +10,530.0% | -7,250.1% | +595.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling