+275.2%
RTX vs PTC
+204.7%
+70.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | +0.6% |
| 7D | -3.1% | -12.8% | +9.7% | +0.7% |
| 30D | -10.6% | -9.8% | -0.8% | -8.2% |
| 3M | +11.6% | -2.1% | +13.7% | +11.0% |
| 6M | -4.5% | -18.1% | +13.6% | -0.1% |
| YTD | +9.6% | -23.5% | +33.1% | +16.5% |
| 1Y | +30.8% | -37.4% | +68.2% | +47.9% |
| 3Y | +152.8% | -7.2% | +160.1% | +144.0% |
| 5Y | +167.1% | +2.7% | +164.4% | +141.8% |
| 10Y | +275.2% | +203.4% | +71.8% | +111.7% |
| All | +275.2% | +204.7% | +70.4% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling