+160.5%
RTX vs PM
+147.1%
+13.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +1.4% | -7.1% | +8.5% | +2.5% |
| 30D | +7.8% | -2.8% | +10.6% | +8.3% |
| 3M | -9.8% | +6.3% | -16.1% | -10.5% |
| 6M | +13.5% | +9.6% | +3.9% | +12.0% |
| YTD | +10.9% | +25.6% | -14.7% | +7.2% |
| 1Y | +14.0% | +29.7% | -15.7% | +9.7% |
| All | +160.5% | +147.1% | +13.4% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling