+273.8%
RTX vs PTC
+326.2%
-52.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | -3.2% | +0.8% | -4.0% | -3.4% |
| 30D | +5.6% | +0.7% | +4.8% | +5.4% |
| 3M | -11.7% | +32.6% | -44.3% | -19.5% |
| 6M | +12.3% | +33.6% | -21.2% | +1.3% |
| YTD | +8.2% | +12.4% | -4.2% | +2.1% |
| 1Y | +12.6% | +11.2% | +1.4% | +6.6% |
| 3Y | +152.8% | +31.7% | +121.2% | +119.3% |
| 5Y | +140.2% | +60.1% | +80.1% | +89.1% |
| 10Y | +273.8% | +317.2% | -43.4% | +97.9% |
| All | +273.8% | +326.2% | -52.4% | +97.9% |
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