+134.3%
RTX vs PPL
+47.7%
+86.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | -3.8% | +1.0% | -4.8% | -4.2% |
| 30D | +4.7% | +6.8% | -2.1% | +2.0% |
| 3M | -13.4% | +3.9% | -17.3% | -14.8% |
| 6M | +11.8% | -2.0% | +13.9% | +12.4% |
| YTD | +5.8% | +5.3% | +0.5% | +3.0% |
| 1Y | +11.9% | +2.2% | +9.7% | +10.3% |
| 3Y | +146.3% | +56.7% | +89.5% | +99.3% |
| 5Y | +134.3% | +49.1% | +85.2% | +89.4% |
| All | +134.3% | +47.7% | +86.6% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling