-7.4%
PEG vs RL
+34.3%
-41.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +0.2% |
| 7D | +1.0% | +5.8% | -4.7% | +0.6% |
| 30D | +6.6% | +12.7% | -6.1% | +5.5% |
| 3M | -3.1% | +9.3% | -12.5% | -3.9% |
| 6M | -7.4% | +16.9% | -24.3% | -8.7% |
| YTD | -6.4% | +17.5% | -23.9% | -8.6% |
| 1Y | -7.4% | +34.6% | -42.1% | -11.0% |
| All | -7.4% | +34.3% | -41.8% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling