+280.0%
RTX vs PNR
+66.6%
+213.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | -2.0% | -5.5% | +3.5% | +0.4% |
| 30D | -11.2% | -15.6% | +4.4% | -4.6% |
| 3M | +12.0% | -20.2% | +32.2% | +21.8% |
| 6M | -3.6% | -36.6% | +33.0% | +15.6% |
| YTD | +9.2% | -45.0% | +54.2% | +38.6% |
| 1Y | +29.7% | -47.4% | +77.2% | +67.9% |
| 3Y | +152.0% | -13.7% | +165.7% | +142.5% |
| 5Y | +165.8% | -20.8% | +186.6% | +162.6% |
| All | +280.0% | +66.6% | +213.5% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling