+1,961.2%
RTX vs PFG
+1,015.3%
+945.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.1% |
| 7D | -5.2% | +5.5% | -10.7% | -7.0% |
| 30D | -9.4% | +2.4% | -11.7% | -10.2% |
| 3M | +12.3% | +13.6% | -1.3% | +7.3% |
| 6M | -3.1% | +27.9% | -31.0% | -11.1% |
| YTD | +10.7% | +35.6% | -24.9% | -0.7% |
| 1Y | +28.4% | +48.5% | -20.0% | +11.6% |
| 3Y | +147.1% | +66.9% | +80.2% | +103.2% |
| 5Y | +167.2% | +111.0% | +56.3% | +99.8% |
| 10Y | +274.7% | +244.5% | +30.2% | +134.1% |
| All | +1,961.2% | +1,015.3% | +945.9% | +583.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling