+32.1%
RTX vs PEG
-5.7%
+37.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.6% | -1.7% | -9.8% | -11.1% |
| 3M | +9.2% | -6.8% | +15.9% | +11.3% |
| 6M | -4.4% | -11.4% | +6.9% | -1.3% |
| YTD | +8.9% | -7.2% | +16.1% | +10.4% |
| 1Y | +32.1% | -6.1% | +38.2% | +31.6% |
| All | +32.1% | -5.7% | +37.8% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling