+10,266.7%
RTX vs PTC
+6,346.6%
+3,920.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.4% | +0.3% |
| 7D | -5.2% | -10.3% | +5.1% | -3.6% |
| 30D | -9.4% | +1.1% | -10.5% | -9.7% |
| 3M | +12.3% | +1.6% | +10.7% | +11.4% |
| 6M | -3.1% | -13.5% | +10.3% | -1.7% |
| YTD | +10.7% | -19.1% | +29.7% | +13.3% |
| 1Y | +28.4% | -33.9% | +62.3% | +35.5% |
| 3Y | +147.1% | -3.9% | +151.0% | +143.6% |
| 5Y | +167.2% | +6.0% | +161.2% | +156.5% |
| 10Y | +274.7% | +223.7% | +51.0% | +199.4% |
| All | +10,266.7% | +6,346.6% | +3,920.1% | +3,938.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling