+167.1%
RTX vs PFGC
+110.5%
+56.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | -3.1% | -2.4% | -0.7% | -2.5% |
| 30D | -10.6% | -15.8% | +5.2% | -6.7% |
| 3M | +11.6% | -0.6% | +12.2% | +11.6% |
| 6M | -4.5% | +10.7% | -15.2% | -7.4% |
| YTD | +9.6% | +7.6% | +1.9% | +6.9% |
| 1Y | +30.8% | -7.8% | +38.6% | +32.4% |
| 3Y | +152.8% | +63.7% | +89.1% | +117.3% |
| 5Y | +167.1% | +112.3% | +54.8% | +104.7% |
| All | +167.1% | +110.5% | +56.6% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling