+283.5%
RTX vs PR
+160.5%
+123.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -2.0% |
| 7D | +1.3% | -12.1% | +13.4% | +2.7% |
| 30D | +7.6% | +0.9% | +6.7% | +7.5% |
| 3M | -8.6% | +10.1% | -18.8% | -9.8% |
| 6M | +15.6% | +1.1% | +14.5% | +14.9% |
| YTD | +9.4% | +63.7% | -54.3% | +2.9% |
| 1Y | +14.7% | +87.0% | -72.4% | +6.2% |
| 3Y | +154.7% | +70.7% | +83.9% | +135.1% |
| 5Y | +150.9% | +246.8% | -95.9% | +109.4% |
| 10Y | +290.8% | +72.6% | +218.2% | +200.5% |
| All | +283.5% | +160.5% | +123.1% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling