+11.3%
RTX vs PM
+31.5%
-20.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +3.9% |
| 7D | -3.2% | -7.3% | +4.1% | -2.1% |
| 30D | +5.6% | -4.0% | +9.6% | +6.2% |
| 3M | -11.7% | +2.7% | -14.4% | -11.7% |
| 6M | +12.3% | +14.9% | -2.5% | +10.5% |
| YTD | +8.2% | +23.5% | -15.3% | +5.6% |
| All | +11.3% | +31.5% | -20.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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