+164.5%
PEG vs RRC
+72.2%
+92.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +1.5% | -0.5% | +1.9% | +1.5% |
| 30D | +5.0% | +25.2% | -20.2% | +3.3% |
| 3M | -0.3% | +27.8% | -28.1% | -2.1% |
| 6M | -2.7% | +27.2% | -29.9% | -4.4% |
| YTD | -5.1% | +48.2% | -53.2% | -7.8% |
| 1Y | -8.3% | +34.7% | -43.0% | -10.4% |
| 3Y | +33.0% | +62.2% | -29.2% | +27.9% |
| 5Y | +41.3% | +130.9% | -89.6% | +31.8% |
| 10Y | +164.5% | +73.4% | +91.1% | +117.1% |
| All | +164.5% | +72.2% | +92.4% | +117.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling