+151.7%
RTX vs PSX
+300.2%
-148.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | 0.0% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | +7.8% | -8.1% | +15.9% | +9.3% |
| 3M | -9.8% | +15.9% | -25.7% | -12.2% |
| 6M | +13.5% | +49.4% | -35.8% | +5.0% |
| YTD | +10.9% | +104.7% | -93.7% | -4.9% |
| 1Y | +14.0% | +89.1% | -75.1% | -0.7% |
| 3Y | +159.9% | +151.7% | +8.2% | +106.0% |
| 5Y | +151.7% | +298.3% | -146.6% | +68.3% |
| All | +151.7% | +300.2% | -148.5% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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