+288.1%
RTX vs PR
+169.5%
+118.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -5.2% | +2.9% | -8.1% | -5.5% |
| 30D | -9.4% | +18.0% | -27.4% | -11.0% |
| 3M | +12.3% | +16.9% | -4.6% | +10.1% |
| 6M | -3.1% | +28.2% | -31.3% | -6.2% |
| YTD | +10.7% | +69.3% | -58.7% | +3.9% |
| 1Y | +28.4% | +69.5% | -41.1% | +20.3% |
| 3Y | +147.1% | +81.7% | +65.4% | +126.7% |
| 5Y | +167.2% | +422.2% | -255.0% | +114.3% |
| 10Y | +274.7% | +110.4% | +164.4% | +188.4% |
| All | +288.1% | +169.5% | +118.6% | +196.6% |
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