+143.4%
PEG vs RRX
+228.4%
-85.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.8% |
| 7D | -0.9% | -0.3% | -0.5% | -0.8% |
| 30D | -3.7% | -6.1% | +2.4% | -2.7% |
| 3M | -7.3% | -23.1% | +15.8% | -3.5% |
| 6M | -10.5% | -19.5% | +9.1% | -8.4% |
| YTD | -7.5% | +16.1% | -23.6% | -12.7% |
| 1Y | -8.7% | +12.9% | -21.7% | -13.8% |
| 3Y | +31.4% | +7.9% | +23.4% | +20.2% |
| 5Y | +37.8% | +19.1% | +18.7% | +19.0% |
| All | +143.4% | +228.4% | -85.0% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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