+13.5%
RTX vs PFG
+44.5%
-31.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -1.7% | +3.0% | -4.7% | -2.3% |
| 30D | +7.7% | +8.2% | -0.5% | +6.0% |
| 3M | -10.3% | +2.7% | -13.0% | -10.9% |
| 6M | +14.6% | +17.2% | -2.6% | +11.3% |
| YTD | +10.4% | +34.8% | -24.4% | +5.1% |
| 1Y | +13.5% | +43.6% | -30.0% | +8.3% |
| All | +13.5% | +44.5% | -31.0% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling