+151.7%
RTX vs PCG
+7.2%
+144.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +1.4% | -2.2% | +3.7% | +1.9% |
| 30D | +7.8% | -0.5% | +8.3% | +7.9% |
| 3M | -9.8% | -24.0% | +14.2% | -5.5% |
| 6M | +13.5% | -18.6% | +32.2% | +16.8% |
| YTD | +10.9% | -17.7% | +28.6% | +13.7% |
| 1Y | +14.0% | -20.0% | +34.0% | +17.6% |
| 3Y | +159.9% | -20.2% | +180.2% | +164.8% |
| 5Y | +151.7% | +8.4% | +143.3% | +125.8% |
| All | +151.7% | +7.2% | +144.4% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling