+3,280.3%
PEP vs RTX
+10,058.3%
-6,778.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.1% |
| 7D | +6.7% | -3.8% | +10.4% | +7.7% |
| 30D | +13.5% | +4.7% | +8.8% | +12.1% |
| 3M | +3.9% | -13.4% | +17.3% | +7.8% |
| 6M | -6.0% | +11.8% | -17.8% | -9.3% |
| YTD | +2.5% | +5.8% | -3.3% | 0.0% |
| 1Y | +3.9% | +11.9% | -8.0% | -0.2% |
| 3Y | -4.7% | +146.3% | -150.9% | -27.6% |
| 5Y | +1.1% | +134.3% | -133.2% | -23.3% |
| 10Y | +83.8% | +277.9% | -194.0% | +15.6% |
| All | +3,280.3% | +10,058.3% | -6,778.1% | +619.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling