+143.7%
PEG vs RRC
+6.5%
+137.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -0.9% | -1.2% | +0.2% | -0.8% |
| 30D | -2.8% | +3.0% | -5.7% | -2.9% |
| 3M | -6.9% | +7.3% | -14.2% | -7.4% |
| 6M | -11.4% | +3.6% | -15.0% | -11.7% |
| YTD | -7.4% | +19.4% | -26.8% | -8.7% |
| 1Y | -8.3% | +21.4% | -29.7% | -9.7% |
| 3Y | +31.5% | +32.8% | -1.2% | +28.3% |
| 5Y | +38.0% | +152.0% | -114.0% | +28.6% |
| All | +143.7% | +6.5% | +137.2% | +111.2% |
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