+143.4%
PEG vs RNG
+222.9%
-79.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -0.9% | -6.1% | +5.2% | -0.7% |
| 30D | -3.7% | +9.6% | -13.3% | -4.1% |
| 3M | -7.3% | +83.3% | -90.6% | -9.6% |
| 6M | -10.5% | +77.9% | -88.4% | -12.9% |
| YTD | -7.5% | +139.9% | -147.4% | -11.5% |
| 1Y | -8.7% | +121.7% | -130.4% | -12.5% |
| 3Y | +31.4% | +121.9% | -90.5% | +24.3% |
| 5Y | +37.8% | -68.4% | +106.1% | +39.2% |
| All | +143.4% | +222.9% | -79.5% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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