+10,164.5%
RTX vs PPG
+2,691.0%
+7,473.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.2% |
| 7D | -3.1% | 0.0% | -3.1% | -3.2% |
| 30D | -10.6% | -7.8% | -2.8% | -7.0% |
| 3M | +11.6% | -2.2% | +13.8% | +12.0% |
| 6M | -4.5% | +4.1% | -8.7% | -7.8% |
| YTD | +9.6% | +9.1% | +0.5% | +2.5% |
| 1Y | +30.8% | +1.0% | +29.9% | +26.7% |
| 3Y | +152.8% | -13.3% | +166.1% | +155.5% |
| 5Y | +167.1% | -19.2% | +186.3% | +168.0% |
| 10Y | +275.2% | +25.9% | +249.2% | +193.4% |
| All | +10,164.5% | +2,691.0% | +7,473.4% | +2,042.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PPG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling