+91.3%
PEP vs RTX
+261.8%
-170.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -0.3% | +3.4% | -3.7% | -1.1% |
| 30D | +11.8% | +8.4% | +3.4% | +9.6% |
| 3M | +3.7% | -10.7% | +14.3% | +6.2% |
| 6M | -4.3% | +11.7% | -16.0% | -7.1% |
| YTD | +2.1% | +9.3% | -7.2% | -0.7% |
| 1Y | +2.5% | +13.3% | -10.8% | -1.2% |
| 3Y | -5.0% | +156.1% | -161.2% | -26.8% |
| 5Y | +2.9% | +148.5% | -145.7% | -21.3% |
| All | +91.3% | +261.8% | -170.5% | +28.4% |
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