+4.7%
PEP vs RTX
+168.2%
-163.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.4% | -5.2% | +3.8% | -0.6% |
| 30D | +0.2% | -9.4% | +9.6% | +1.7% |
| 3M | -1.1% | +12.3% | -13.4% | -3.1% |
| 6M | -13.5% | -3.1% | -10.4% | -13.2% |
| YTD | -1.2% | +10.7% | -11.9% | -3.2% |
| 1Y | -1.6% | +28.4% | -30.0% | -6.3% |
| 3Y | -12.5% | +147.1% | -159.6% | -29.0% |
| All | +4.7% | +168.2% | -163.4% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling