+13.5%
RTX vs PR
+67.7%
-54.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.1% |
| 7D | -1.7% | -9.5% | +7.8% | -2.6% |
| 30D | +7.7% | -5.7% | +13.4% | +7.3% |
| 3M | -10.3% | +3.0% | -13.3% | -9.7% |
| 6M | +14.6% | +11.8% | +2.8% | +16.6% |
| YTD | +10.4% | +58.5% | -48.1% | +7.4% |
| 1Y | +13.5% | +69.9% | -56.4% | +8.9% |
| All | +13.5% | +67.7% | -54.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling