+41.7%
PEG vs RNG
-72.1%
+113.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +4.5% | +4.6% | -0.1% | +4.4% |
| 30D | +7.5% | +0.4% | +7.1% | +7.5% |
| 3M | +0.8% | +11.4% | -10.6% | +0.5% |
| 6M | 0.0% | +95.7% | -95.7% | -2.1% |
| YTD | -3.0% | +162.9% | -165.9% | -6.6% |
| 1Y | -4.7% | +180.3% | -185.0% | -8.5% |
| 3Y | +36.5% | +188.3% | -151.9% | +29.0% |
| All | +41.7% | -72.1% | +113.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling