+10,266.7%
RTX vs PEG
+2,907.1%
+7,359.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -5.2% | +0.7% | -5.9% | -5.4% |
| 30D | -9.4% | -2.4% | -6.9% | -8.5% |
| 3M | +12.3% | -4.8% | +17.1% | +14.5% |
| 6M | -3.1% | -10.7% | +7.6% | +1.3% |
| YTD | +10.7% | -6.7% | +17.3% | +13.5% |
| 1Y | +28.4% | -6.8% | +35.3% | +31.5% |
| 3Y | +147.1% | +34.5% | +112.6% | +113.6% |
| 5Y | +167.2% | +35.8% | +131.5% | +127.7% |
| 10Y | +274.7% | +141.7% | +133.0% | +152.0% |
| All | +10,266.7% | +2,907.1% | +7,359.6% | +2,524.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling