+278.5%
RTX vs PCG
-75.9%
+354.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | -5.2% | -13.9% | +8.7% | -4.1% |
| 30D | -9.4% | -16.9% | +7.5% | -8.1% |
| 3M | +12.3% | -14.7% | +27.0% | +13.5% |
| 6M | -3.1% | -23.8% | +20.7% | -1.1% |
| YTD | +10.7% | -10.5% | +21.2% | +11.3% |
| 1Y | +28.4% | -5.1% | +33.5% | +28.4% |
| 3Y | +147.1% | -11.6% | +158.7% | +147.6% |
| 5Y | +167.2% | +59.0% | +108.2% | +154.1% |
| All | +278.5% | -75.9% | +354.5% | +280.9% |
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