+269.0%
RTX vs PFGC
+363.4%
-94.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | +7.8% | +17.4% | -9.6% | +2.7% |
| 3M | -9.8% | -2.4% | -7.4% | -9.7% |
| 6M | +13.5% | +18.2% | -4.7% | +7.5% |
| YTD | +10.9% | +23.7% | -12.7% | +3.3% |
| 1Y | +14.0% | +15.0% | -1.0% | +8.2% |
| 3Y | +159.9% | +82.3% | +77.6% | +113.2% |
| 5Y | +151.7% | +131.9% | +19.7% | +86.9% |
| 10Y | +269.0% | +353.0% | -84.0% | +134.1% |
| All | +269.0% | +363.4% | -94.4% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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