+267.4%
RTX vs PCG
-76.0%
+343.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.1% |
| 7D | +4.8% | +2.2% | +2.6% | +4.6% |
| 30D | +6.5% | +0.8% | +5.7% | +6.4% |
| 3M | -9.6% | -23.8% | +14.2% | -7.7% |
| 6M | +12.3% | -19.6% | +31.9% | +14.1% |
| YTD | +9.5% | -16.7% | +26.2% | +10.7% |
| 1Y | +15.8% | -19.4% | +35.2% | +17.5% |
| 3Y | +157.0% | -18.3% | +175.3% | +159.3% |
| 5Y | +148.8% | +10.4% | +138.4% | +143.6% |
| All | +267.4% | -76.0% | +343.4% | +262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling