+28.4%
RTX vs PTC
-33.3%
+61.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.4% | -0.6% |
| 7D | -5.2% | -10.3% | +5.1% | -5.2% |
| 30D | -9.4% | +1.1% | -10.5% | -9.4% |
| 3M | +12.3% | +1.6% | +10.7% | +11.3% |
| 6M | -3.1% | -13.5% | +10.3% | -3.6% |
| YTD | +10.7% | -19.1% | +29.7% | +12.2% |
| 1Y | +28.4% | -33.9% | +62.3% | +39.8% |
| All | +28.4% | -33.3% | +61.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling