+267.0%
RTX vs PCG
-77.4%
+344.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.0% |
| 7D | -5.1% | -1.6% | -3.5% | -5.0% |
| 30D | +5.1% | +1.4% | +3.7% | +5.0% |
| 3M | -14.8% | -23.4% | +8.6% | -13.1% |
| 6M | +8.0% | -19.4% | +27.4% | +9.7% |
| YTD | +4.5% | -18.5% | +23.0% | +5.9% |
| 1Y | +9.8% | -19.5% | +29.4% | +11.5% |
| 3Y | +144.2% | -21.0% | +165.2% | +147.1% |
| 5Y | +131.4% | +13.7% | +117.7% | +126.1% |
| All | +267.0% | -77.4% | +344.4% | +267.2% |
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