+223.3%
RTX vs PENG
+720.8%
-497.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -0.5% |
| 7D | +1.4% | +1.9% | -0.4% | +0.8% |
| 30D | +7.8% | -37.8% | +45.6% | +11.9% |
| 3M | -9.8% | -14.1% | +4.3% | -9.9% |
| 6M | +13.5% | +13.1% | +0.4% | +6.8% |
| YTD | +10.9% | +151.8% | -140.8% | -6.5% |
| 1Y | +14.0% | +136.0% | -122.0% | -3.3% |
| 3Y | +159.9% | +217.9% | -58.0% | +101.2% |
| 5Y | +151.7% | +64.1% | +87.6% | +103.0% |
| All | +223.3% | +720.8% | -497.5% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling