+132.6%
RTX vs PTC
+55.9%
+76.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | +5.1% | +0.8% | +4.4% | +5.0% |
| 3M | -14.8% | +32.1% | -46.9% | -18.4% |
| 6M | +8.0% | +42.6% | -34.6% | +1.5% |
| YTD | +4.5% | +12.0% | -7.5% | +2.7% |
| 1Y | +9.8% | +12.2% | -2.3% | +7.9% |
| 3Y | +144.2% | +31.2% | +113.0% | +125.3% |
| All | +132.6% | +55.9% | +76.7% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling