+76.6%
PEP vs RTX
+275.7%
-199.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +0.1% | -3.1% | +3.2% | +0.8% |
| 30D | +0.7% | -10.6% | +11.2% | +3.2% |
| 3M | -0.5% | +11.6% | -12.2% | -3.3% |
| 6M | -11.3% | -4.5% | -6.8% | -10.7% |
| YTD | -0.6% | +9.6% | -10.2% | -3.3% |
| 1Y | +1.7% | +30.8% | -29.2% | -5.5% |
| 3Y | -12.5% | +152.8% | -165.3% | -32.3% |
| 5Y | +3.9% | +167.1% | -163.2% | -21.9% |
| 10Y | +76.6% | +275.2% | -198.6% | +20.9% |
| All | +76.6% | +275.7% | -199.1% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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