+628.1%
RTX vs PM
+752.6%
-124.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | -5.2% | -4.9% | -0.3% | -2.9% |
| 30D | -9.4% | -3.4% | -6.0% | -8.0% |
| 3M | +12.3% | +5.2% | +7.1% | +8.8% |
| 6M | -3.1% | +3.7% | -6.8% | -6.3% |
| YTD | +10.7% | +15.8% | -5.1% | +0.9% |
| 1Y | +28.4% | +17.4% | +11.0% | +15.4% |
| 3Y | +147.1% | +116.9% | +30.1% | +54.8% |
| 5Y | +167.2% | +117.3% | +49.9% | +63.6% |
| 10Y | +274.7% | +193.8% | +81.0% | +82.3% |
| All | +628.1% | +752.6% | -124.5% | +63.4% |
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 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