+279.2%
RTX vs PPG
+26.9%
+252.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | -1.5% | -6.2% | +4.7% | +1.4% |
| 30D | -11.0% | -7.9% | -3.0% | -7.6% |
| 3M | +7.7% | -10.2% | +17.9% | +12.4% |
| 6M | -3.9% | +2.7% | -6.6% | -6.5% |
| YTD | +9.0% | +4.9% | +4.1% | +3.9% |
| 1Y | +27.3% | -3.2% | +30.4% | +25.8% |
| 3Y | +172.9% | -17.0% | +189.9% | +182.8% |
| 5Y | +165.2% | -23.3% | +188.5% | +175.9% |
| All | +279.2% | +26.9% | +252.3% | +170.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling