+41.5%
PEG vs RRC
+114.1%
-72.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.1% | +3.3% |
| 7D | +0.9% | -10.3% | +11.2% | +2.0% |
| 30D | +3.8% | +19.5% | -15.7% | +1.7% |
| 3M | +0.1% | +27.9% | -27.8% | -2.8% |
| 6M | -1.0% | +21.2% | -22.1% | -3.4% |
| YTD | -4.1% | +39.6% | -43.7% | -8.1% |
| 1Y | -6.9% | +31.3% | -38.1% | -10.1% |
| 3Y | +35.6% | +51.9% | -16.3% | +28.2% |
| All | +41.5% | +114.1% | -72.6% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling