+273.8%
RTX vs PCG
-77.2%
+351.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.5% |
| 7D | -3.2% | -1.1% | -2.1% | -3.1% |
| 30D | +5.6% | +0.1% | +5.5% | +5.6% |
| 3M | -11.7% | -24.4% | +12.7% | -9.7% |
| 6M | +12.3% | -17.7% | +30.0% | +13.8% |
| YTD | +8.2% | -17.4% | +25.6% | +9.6% |
| 1Y | +12.6% | -19.4% | +31.9% | +14.2% |
| 3Y | +152.8% | -18.6% | +171.4% | +155.1% |
| 5Y | +140.2% | +10.2% | +130.0% | +135.2% |
| 10Y | +273.8% | -76.7% | +350.5% | +273.6% |
| All | +273.8% | -77.2% | +351.0% | +273.6% |
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