-4.6%
PEP vs RTX
+146.3%
-150.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.5% |
| 7D | +6.7% | -3.8% | +10.4% | +7.0% |
| 30D | +13.5% | +4.7% | +8.8% | +13.0% |
| 3M | +3.9% | -13.4% | +17.3% | +5.1% |
| 6M | -6.0% | +11.8% | -17.8% | -7.2% |
| YTD | +2.5% | +5.8% | -3.3% | +1.6% |
| 1Y | +3.9% | +11.9% | -8.0% | +2.5% |
| All | -4.6% | +146.3% | -150.9% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling