+222.5%
RTX vs PENG
+762.7%
-540.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.3% |
| 7D | -5.2% | +4.5% | -9.7% | -5.6% |
| 30D | -9.4% | -7.1% | -2.3% | -8.9% |
| 3M | +12.3% | -27.3% | +39.6% | +13.7% |
| 6M | -3.1% | +169.6% | -172.7% | -17.4% |
| YTD | +10.7% | +164.6% | -154.0% | -5.7% |
| 1Y | +28.4% | +109.5% | -81.1% | +12.0% |
| 3Y | +147.1% | +98.9% | +48.1% | +103.6% |
| 5Y | +167.2% | +116.3% | +51.0% | +108.6% |
| All | +222.5% | +762.7% | -540.2% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling