+9,685.3%
RTX vs PTC
+8,817.5%
+867.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.3% |
| 6M | +8.0% | +42.6% | -34.6% | +0.7% |
| YTD | +4.5% | +12.0% | -7.5% | +0.8% |
| 1Y | +9.8% | +12.2% | -2.3% | +5.9% |
| 3Y | +144.2% | +31.2% | +113.0% | +127.4% |
| 5Y | +131.4% | +54.9% | +76.5% | +107.7% |
| 10Y | +273.3% | +343.1% | -69.9% | +181.6% |
| All | +9,685.3% | +8,817.5% | +867.9% | +3,492.0% |
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