+208.2%
RTX vs PENG
+520.3%
-312.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.0% | +19.7% | -1.0% |
| 7D | -3.8% | -36.7% | +32.9% | +0.2% |
| 30D | +4.7% | -42.0% | +46.7% | +9.3% |
| 3M | -13.4% | -33.2% | +19.8% | -11.3% |
| 6M | +11.8% | +2.1% | +9.7% | +5.8% |
| YTD | +5.8% | +90.3% | -84.5% | -8.3% |
| 1Y | +11.9% | +67.7% | -55.7% | -1.6% |
| 3Y | +146.3% | +154.2% | -8.0% | +94.6% |
| 5Y | +134.3% | +28.3% | +106.0% | +93.4% |
| All | +208.2% | +520.3% | -312.1% | +111.0% |
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