+1,969.3%
PEG vs RL
+1,568.4%
+400.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.8% | -2.5% | +2.5% |
| 7D | +0.9% | +0.2% | +0.6% | +0.8% |
| 30D | +3.8% | +7.3% | -3.5% | +2.6% |
| 3M | +0.1% | +1.0% | -1.0% | -0.3% |
| 6M | -1.0% | +11.8% | -12.8% | -3.1% |
| YTD | -4.1% | +13.6% | -17.7% | -6.7% |
| 1Y | -6.9% | +24.0% | -30.9% | -10.7% |
| 3Y | +35.6% | +256.6% | -220.9% | +9.0% |
| 5Y | +42.8% | +240.2% | -197.5% | +13.3% |
| 10Y | +160.2% | +373.0% | -212.7% | +86.3% |
| All | +1,969.3% | +1,568.4% | +400.8% | +1,148.4% |
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