+268.6%
RTX vs PH
+737.8%
-469.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.5% |
| 7D | -1.7% | +2.1% | -3.9% | -2.8% |
| 30D | +7.7% | +0.3% | +7.4% | +7.2% |
| 3M | -10.3% | -8.8% | -1.5% | -6.4% |
| 6M | +14.6% | +10.0% | +4.5% | +7.9% |
| YTD | +10.4% | +10.5% | -0.1% | +2.9% |
| 1Y | +13.5% | +15.5% | -2.0% | +3.3% |
| 3Y | +158.6% | +136.4% | +22.2% | +49.7% |
| 5Y | +147.3% | +213.6% | -66.3% | +15.3% |
| 10Y | +268.6% | +713.9% | -445.3% | -3.7% |
| All | +268.6% | +737.8% | -469.2% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling