+169.3%
RTX vs PR
+433.6%
-264.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -5.2% | +2.9% | -8.1% | -5.6% |
| 30D | -9.4% | +18.0% | -27.4% | -11.8% |
| 3M | +12.3% | +16.9% | -4.6% | +9.2% |
| 6M | -3.1% | +28.2% | -31.3% | -7.8% |
| YTD | +10.7% | +69.3% | -58.7% | +0.3% |
| 1Y | +28.4% | +69.5% | -41.1% | +16.0% |
| 3Y | +147.1% | +81.7% | +65.4% | +115.0% |
| All | +169.3% | +433.6% | -264.3% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling