+147.2%
RTX vs PENG
+153.0%
-5.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.0% | +19.7% | -3.0% |
| 7D | -3.8% | -36.7% | +32.9% | -3.3% |
| 30D | +4.7% | -42.0% | +46.7% | +5.2% |
| 3M | -13.4% | -33.2% | +19.8% | -13.3% |
| 6M | +11.8% | +2.1% | +9.7% | +8.8% |
| YTD | +5.8% | +90.3% | -84.5% | -0.6% |
| 1Y | +11.9% | +67.7% | -55.7% | +5.6% |
| All | +147.2% | +153.0% | -5.8% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling