+269.0%
RTX vs PH
+725.6%
-456.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +1.4% | +6.9% | -5.4% | -2.0% |
| 30D | +7.8% | +1.7% | +6.2% | +6.5% |
| 3M | -9.8% | -8.1% | -1.6% | -6.1% |
| 6M | +13.5% | +11.5% | +2.0% | +6.2% |
| YTD | +10.9% | +11.4% | -0.4% | +3.0% |
| 1Y | +14.0% | +14.1% | -0.1% | +4.4% |
| 3Y | +159.9% | +138.2% | +21.7% | +49.9% |
| 5Y | +151.7% | +216.0% | -64.3% | +16.9% |
| 10Y | +269.0% | +710.0% | -441.0% | -3.7% |
| All | +269.0% | +725.6% | -456.6% | -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