+163.9%
RTX vs PCOR
-30.9%
+194.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.4% |
| 7D | -5.2% | -9.0% | +3.8% | -4.5% |
| 30D | -9.4% | +4.2% | -13.5% | -9.7% |
| 3M | +12.3% | +14.4% | -2.1% | +10.9% |
| 6M | -3.1% | +0.2% | -3.3% | -3.7% |
| YTD | +10.7% | -20.3% | +30.9% | +12.0% |
| 1Y | +28.4% | -16.1% | +44.6% | +29.2% |
| 3Y | +147.1% | -14.7% | +161.8% | +144.0% |
| 5Y | +167.2% | -43.2% | +210.4% | +161.3% |
| All | +163.9% | -30.9% | +194.8% | +159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling