+152.2%
RTX vs PCOR
-10.0%
+162.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -3.8% | +23.7% | -27.5% | -5.2% |
| 30D | +4.7% | +39.0% | -34.3% | +2.3% |
| 3M | -13.4% | +35.8% | -49.2% | -15.4% |
| 6M | +11.8% | +38.2% | -26.4% | +8.8% |
| YTD | +5.8% | +3.9% | +1.8% | +5.0% |
| 1Y | +11.9% | +5.7% | +6.2% | +10.8% |
| 3Y | +146.3% | +44.8% | +101.5% | +133.4% |
| 5Y | +134.3% | -19.8% | +154.1% | +124.7% |
| All | +152.2% | -10.0% | +162.2% | +142.8% |
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