+80.3%
PEP vs RTX
+287.5%
-207.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.4% |
| 7D | +1.0% | -3.2% | +4.2% | +1.7% |
| 30D | +12.6% | +5.6% | +7.1% | +11.2% |
| 3M | +3.1% | -11.7% | +14.8% | +5.9% |
| 6M | -6.3% | +12.3% | -18.6% | -9.2% |
| YTD | +1.9% | +8.2% | -6.3% | -0.7% |
| 1Y | +3.3% | +12.6% | -9.3% | -0.4% |
| 3Y | -4.8% | +152.8% | -157.7% | -26.3% |
| 5Y | +2.0% | +140.2% | -138.2% | -21.0% |
| 10Y | +80.3% | +273.8% | -193.4% | +28.8% |
| All | +80.3% | +287.5% | -207.2% | +28.8% |
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