+132.6%
RTX vs PCOR
-19.6%
+152.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -5.1% | +22.7% | -27.9% | -6.5% |
| 30D | +5.1% | +37.5% | -32.3% | +2.7% |
| 3M | -14.8% | +35.2% | -50.0% | -16.8% |
| 6M | +8.0% | +42.2% | -34.2% | +4.8% |
| YTD | +4.5% | +3.6% | +0.9% | +3.8% |
| 1Y | +9.8% | -4.8% | +14.6% | +10.0% |
| 3Y | +144.2% | +48.3% | +95.8% | +130.0% |
| All | +132.6% | -19.6% | +152.3% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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