+38.1%
PEG vs RL
+226.8%
-188.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -2.3% | -4.2% | +1.9% | -1.8% |
| 30D | +1.2% | +4.3% | -3.1% | +0.6% |
| 3M | -2.4% | -4.6% | +2.2% | -1.9% |
| 6M | -6.9% | +1.7% | -8.6% | -7.5% |
| YTD | -7.2% | +7.3% | -14.6% | -8.7% |
| 1Y | -8.9% | +20.8% | -29.7% | -11.8% |
| 3Y | +27.1% | +247.0% | -219.8% | +5.6% |
| All | +38.1% | +226.8% | -188.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling