-6.8%
PEG vs RRC
+23.4%
-30.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | -0.1% |
| 7D | +0.7% | +1.3% | -0.6% | +0.6% |
| 30D | -2.4% | +10.1% | -12.6% | -3.0% |
| 3M | -4.8% | +4.0% | -8.8% | -5.1% |
| 6M | -10.7% | +1.6% | -12.3% | -10.9% |
| YTD | -6.7% | +19.7% | -26.4% | -8.4% |
| 1Y | -6.8% | +21.4% | -28.3% | -7.9% |
| All | -6.8% | +23.4% | -30.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling