+160.5%
RTX vs PCG
-20.2%
+180.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +1.4% | -2.2% | +3.7% | +1.7% |
| 30D | +7.8% | -0.5% | +8.3% | +7.9% |
| 3M | -9.8% | -24.0% | +14.2% | -7.2% |
| 6M | +13.5% | -18.6% | +32.2% | +15.4% |
| YTD | +10.9% | -17.7% | +28.6% | +12.9% |
| 1Y | +14.0% | -20.0% | +34.0% | +16.4% |
| All | +160.5% | -20.2% | +180.7% | +176.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling