+273.8%
RTX vs PFG
+203.0%
+70.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.5% | +1.5% |
| 7D | -3.2% | +2.3% | -5.5% | -4.4% |
| 30D | +5.6% | +7.6% | -2.0% | +1.6% |
| 3M | -11.7% | +2.5% | -14.2% | -13.2% |
| 6M | +12.3% | +16.6% | -4.3% | +3.1% |
| YTD | +8.2% | +34.1% | -25.9% | -8.2% |
| 1Y | +12.6% | +44.1% | -31.5% | -8.2% |
| 3Y | +152.8% | +86.3% | +66.6% | +73.8% |
| 5Y | +140.2% | +101.6% | +38.6% | +50.4% |
| 10Y | +273.8% | +197.9% | +75.9% | +65.7% |
| All | +273.8% | +203.0% | +70.8% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling