+163.1%
RTX vs PBR
+552.2%
-389.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.5% | +5.4% | -6.9% | -2.1% |
| 30D | -11.0% | +22.9% | -33.8% | -13.0% |
| 3M | +7.7% | +19.6% | -12.0% | +5.4% |
| 6M | -3.9% | +16.5% | -20.4% | -5.9% |
| YTD | +9.0% | +86.7% | -77.7% | +0.3% |
| 1Y | +27.3% | +74.7% | -47.5% | +18.0% |
| 3Y | +172.9% | +102.6% | +70.3% | +146.2% |
| All | +163.1% | +552.2% | -389.0% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 5y: compounded portfolio wealth divided by compounded PBR 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…
5y analysis · Full analysis span regression · 6 months rolling