+587.3%
RTX vs PM
+832.2%
-245.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | -5.1% | -5.2% | +0.1% | -2.7% |
| 30D | +5.1% | +2.7% | +2.4% | +3.8% |
| 3M | -14.8% | +6.1% | -21.0% | -17.5% |
| 6M | +8.0% | +18.0% | -10.0% | -1.4% |
| YTD | +4.5% | +26.6% | -22.1% | -8.9% |
| 1Y | +9.8% | +36.7% | -26.8% | -8.1% |
| 3Y | +144.2% | +146.0% | -1.8% | +43.8% |
| 5Y | +131.4% | +164.1% | -32.7% | +27.7% |
| 10Y | +273.3% | +238.8% | +34.5% | +68.1% |
| All | +587.3% | +832.2% | -245.0% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling