+172.7%
RTX vs PNR
-13.0%
+185.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.4% |
| 7D | -1.6% | -3.9% | +2.3% | -1.1% |
| 30D | -11.6% | -13.8% | +2.2% | -9.9% |
| 3M | +9.2% | -22.5% | +31.7% | +12.4% |
| 6M | -4.4% | -37.2% | +32.7% | +1.1% |
| YTD | +8.9% | -44.2% | +53.1% | +17.0% |
| 1Y | +32.1% | -46.6% | +78.8% | +43.0% |
| All | +172.7% | -13.0% | +185.8% | +198.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling