+3,908.7%
PG vs RTX
+10,388.7%
-6,480.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.7% | -2.0% | -0.7% | -2.2% |
| 30D | -1.5% | -11.2% | +9.7% | +1.5% |
| 3M | -3.4% | +12.0% | -15.4% | -6.4% |
| 6M | -7.0% | -3.6% | -3.4% | -6.5% |
| YTD | +2.0% | +9.2% | -7.2% | -1.0% |
| 1Y | -6.5% | +29.7% | -36.2% | -13.5% |
| 3Y | +1.2% | +152.0% | -150.8% | -22.8% |
| 5Y | +12.8% | +165.8% | -153.0% | -16.2% |
| 10Y | +117.7% | +285.0% | -167.4% | +38.0% |
| All | +3,908.7% | +10,388.7% | -6,480.0% | +918.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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