-7.0%
PEG vs RL
+9.8%
-16.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.9% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -2.6% | -17.5% | +14.9% | -0.9% |
| 3M | -7.6% | -14.0% | +6.4% | -6.4% |
| 6M | -12.2% | -2.0% | -10.2% | -12.4% |
| YTD | -8.1% | -4.6% | -3.5% | -8.5% |
| 1Y | -7.0% | +9.5% | -16.5% | -9.7% |
| All | -7.0% | +9.8% | -16.8% | -9.7% |
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