+275.2%
RTX vs PH
+794.6%
-519.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | -10.6% | -10.8% | +0.2% | -5.1% |
| 3M | +11.6% | +8.5% | +3.2% | +6.4% |
| 6M | -4.5% | +3.9% | -8.4% | -7.3% |
| YTD | +9.6% | +9.4% | +0.2% | +3.2% |
| 1Y | +30.8% | +26.8% | +4.0% | +13.4% |
| 3Y | +152.8% | +140.8% | +12.0% | +44.4% |
| 5Y | +167.1% | +253.8% | -86.7% | +14.9% |
| 10Y | +275.2% | +792.3% | -517.2% | -10.2% |
| All | +275.2% | +794.6% | -519.5% | -10.2% |
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