+144.2%
RTX vs PH
+135.3%
+8.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.0% |
| 7D | -5.1% | +2.0% | -7.1% | -5.7% |
| 30D | +5.1% | -3.7% | +8.8% | +6.1% |
| 3M | -14.8% | -14.0% | -0.8% | -11.3% |
| 6M | +8.0% | +2.1% | +5.9% | +6.9% |
| YTD | +4.5% | +5.1% | -0.6% | +2.3% |
| 1Y | +9.8% | +10.9% | -1.1% | +6.0% |
| 3Y | +144.2% | +132.9% | +11.2% | +118.5% |
| All | +144.2% | +135.3% | +8.8% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling