+267.0%
RTX vs PCG
-76.5%
+343.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | +3.4% | -2.0% | +5.3% | +3.6% |
| 30D | +8.4% | -2.7% | +11.1% | +8.7% |
| 3M | -10.7% | -25.1% | +14.4% | -8.6% |
| 6M | +11.7% | -22.3% | +34.0% | +13.8% |
| YTD | +9.3% | -18.5% | +27.8% | +10.8% |
| 1Y | +13.3% | -21.8% | +35.1% | +15.3% |
| 3Y | +156.1% | -21.0% | +177.2% | +159.2% |
| 5Y | +148.5% | +8.1% | +140.5% | +143.8% |
| All | +267.0% | -76.5% | +343.5% | +263.0% |
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