+13.3%
RTX vs PH
+12.0%
+1.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.0% |
| 7D | +3.4% | +7.4% | -4.0% | +1.1% |
| 30D | +8.4% | +0.5% | +7.9% | +7.9% |
| 3M | -10.7% | -10.2% | -0.4% | -7.7% |
| 6M | +11.7% | +8.9% | +2.8% | +7.3% |
| YTD | +9.3% | +9.7% | -0.3% | +3.3% |
| 1Y | +13.3% | +12.8% | +0.5% | +6.0% |
| All | +13.3% | +12.0% | +1.3% | +6.0% |
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