+1,902.6%
PEG vs RL
+1,476.5%
+426.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -2.3% | -4.2% | +1.9% | -1.7% |
| 30D | +1.2% | +4.3% | -3.1% | +0.5% |
| 3M | -2.4% | -4.6% | +2.2% | -1.9% |
| 6M | -6.9% | +1.7% | -8.6% | -7.6% |
| YTD | -7.2% | +7.3% | -14.6% | -9.0% |
| 1Y | -8.9% | +20.8% | -29.7% | -12.2% |
| 3Y | +27.1% | +247.0% | -219.8% | +2.6% |
| 5Y | +33.8% | +225.5% | -191.7% | +6.9% |
| 10Y | +150.2% | +363.0% | -212.9% | +79.7% |
| All | +1,902.6% | +1,476.5% | +426.0% | +1,118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling