+162.9%
RTX vs PNR
-20.5%
+183.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.3% |
| 7D | -1.6% | -3.9% | +2.3% | -0.9% |
| 30D | -11.6% | -13.8% | +2.2% | -9.1% |
| 3M | +9.2% | -22.5% | +31.7% | +14.0% |
| 6M | -4.4% | -37.2% | +32.7% | +3.9% |
| YTD | +8.9% | -44.2% | +53.1% | +20.9% |
| 1Y | +32.1% | -46.6% | +78.8% | +48.1% |
| 3Y | +151.2% | -12.5% | +163.7% | +149.1% |
| 5Y | +162.9% | -19.3% | +182.3% | +166.4% |
| All | +162.9% | -20.5% | +183.4% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling