+283.9%
RTX vs PFG
+239.8%
+44.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -1.6% | +3.2% | -4.8% | -3.4% |
| 30D | -11.6% | +0.9% | -12.5% | -12.2% |
| 3M | +9.2% | +7.7% | +1.5% | +4.6% |
| 6M | -4.4% | +29.0% | -33.4% | -16.7% |
| YTD | +8.9% | +32.5% | -23.6% | -6.8% |
| 1Y | +32.1% | +47.3% | -15.2% | +6.5% |
| 3Y | +151.2% | +68.2% | +83.0% | +82.5% |
| 5Y | +162.9% | +108.5% | +54.4% | +61.1% |
| 10Y | +283.9% | +241.4% | +42.6% | +54.6% |
| All | +283.9% | +239.8% | +44.2% | +54.6% |
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