+10,152.6%
RTX vs PPG
+3,036.2%
+7,116.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +4.8% | +0.7% | +4.0% | +4.4% |
| 30D | +6.5% | +17.6% | -11.1% | -2.0% |
| 3M | -9.6% | +7.5% | -17.1% | -13.3% |
| 6M | +12.3% | +17.6% | -5.3% | +2.3% |
| YTD | +9.5% | +22.6% | -13.1% | -3.8% |
| 1Y | +15.8% | +28.0% | -12.2% | -0.5% |
| 3Y | +157.0% | +1.8% | +155.2% | +139.7% |
| 5Y | +148.8% | -15.5% | +164.3% | +144.4% |
| 10Y | +264.0% | +54.9% | +209.1% | +156.3% |
| All | +10,152.6% | +3,036.2% | +7,116.4% | +1,910.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling