+269.0%
RTX vs PPL
+65.2%
+203.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | +1.4% | -1.0% | +2.4% | +2.0% |
| 30D | +7.8% | +3.0% | +4.8% | +6.0% |
| 3M | -9.8% | +1.1% | -10.9% | -10.5% |
| 6M | +13.5% | -0.8% | +14.3% | +13.5% |
| YTD | +10.9% | +3.5% | +7.5% | +7.8% |
| 1Y | +14.0% | -0.9% | +14.9% | +13.5% |
| 3Y | +159.9% | +54.2% | +105.7% | +94.3% |
| 5Y | +151.7% | +46.3% | +105.4% | +90.7% |
| 10Y | +269.0% | +65.0% | +203.9% | +144.5% |
| All | +269.0% | +65.2% | +203.7% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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