+1.6%
PG vs RTX
+161.7%
-160.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.8% | -1.5% | +0.7% | -0.6% |
| 30D | +0.8% | -11.0% | +11.8% | +2.2% |
| 3M | -1.3% | +7.7% | -9.0% | -2.3% |
| 6M | -3.8% | -3.9% | +0.1% | -3.6% |
| YTD | +3.6% | +9.0% | -5.3% | +2.3% |
| 1Y | -5.7% | +27.3% | -33.0% | -8.8% |
| 3Y | +1.6% | +172.9% | -171.3% | -17.7% |
| All | +1.6% | +161.7% | -160.1% | -17.7% |
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