+10,266.7%
RTX vs PPG
+2,762.5%
+7,504.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.5% |
| 7D | -5.2% | -1.5% | -3.7% | -4.5% |
| 30D | -9.4% | -5.0% | -4.4% | -7.2% |
| 3M | +12.3% | +1.1% | +11.2% | +10.8% |
| 6M | -3.1% | -3.2% | 0.0% | -3.2% |
| YTD | +10.7% | +11.9% | -1.2% | +2.3% |
| 1Y | +28.4% | +5.3% | +23.1% | +21.8% |
| 3Y | +147.1% | -15.0% | +162.1% | +152.4% |
| 5Y | +167.2% | -19.6% | +186.8% | +169.1% |
| 10Y | +274.7% | +27.0% | +247.7% | +191.9% |
| All | +10,266.7% | +2,762.5% | +7,504.2% | +2,037.1% |
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