+11.3%
RTX vs PH
+13.9%
-2.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.7% | +2.2% |
| 7D | -3.2% | +3.0% | -6.2% | -4.1% |
| 30D | +5.6% | -0.6% | +6.2% | +5.4% |
| 3M | -11.7% | -10.7% | -0.9% | -8.6% |
| 6M | +12.3% | +9.1% | +3.3% | +7.9% |
| YTD | +8.2% | +9.5% | -1.3% | +2.5% |
| All | +11.3% | +13.9% | -2.6% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling