+283.9%
RTX vs PFGC
+287.3%
-3.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -1.6% | -3.7% | +2.1% | -0.6% |
| 30D | -11.6% | -16.0% | +4.4% | -7.2% |
| 3M | +9.2% | -4.1% | +13.3% | +10.2% |
| 6M | -4.4% | +8.7% | -13.1% | -7.1% |
| YTD | +8.9% | +6.4% | +2.5% | +6.2% |
| 1Y | +32.1% | -8.4% | +40.5% | +34.1% |
| 3Y | +151.2% | +61.8% | +89.5% | +113.8% |
| 5Y | +162.9% | +108.7% | +54.2% | +101.5% |
| 10Y | +283.9% | +298.1% | -14.2% | +151.4% |
| All | +283.9% | +287.3% | -3.4% | +151.4% |
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