+10,266.7%
RTX vs PH
+25,185.5%
-14,918.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -5.2% | -3.1% | -2.1% | -3.8% |
| 30D | -9.4% | -3.2% | -6.1% | -8.2% |
| 3M | +12.3% | +10.6% | +1.7% | +6.7% |
| 6M | -3.1% | -2.1% | -1.0% | -2.9% |
| YTD | +10.7% | +10.2% | +0.5% | +4.8% |
| 1Y | +28.4% | +28.2% | +0.2% | +12.9% |
| 3Y | +147.1% | +134.9% | +12.2% | +56.7% |
| 5Y | +167.2% | +253.6% | -86.4% | +35.4% |
| 10Y | +274.7% | +804.7% | -530.0% | +19.6% |
| All | +10,266.7% | +25,185.5% | -14,918.9% | +887.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling