+152.0%
PEG vs RL
+311.4%
-159.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.9% |
| 7D | +1.0% | +1.9% | -0.8% | +0.7% |
| 30D | -1.9% | -12.2% | +10.3% | +0.1% |
| 3M | -3.7% | -6.6% | +3.0% | -2.9% |
| 6M | -9.4% | +3.2% | -12.6% | -10.4% |
| YTD | -6.0% | -1.3% | -4.7% | -6.5% |
| 1Y | -4.4% | +13.6% | -17.9% | -7.2% |
| 3Y | +33.5% | +210.9% | -177.4% | +7.9% |
| 5Y | +35.7% | +246.9% | -211.1% | +4.8% |
| All | +152.0% | +311.4% | -159.3% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling