+2,878.2%
PEG vs RRX
+3,925.9%
-1,047.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +1.0% | +4.3% | -3.2% | +0.3% |
| 30D | -1.9% | -8.0% | +6.1% | -0.5% |
| 3M | -3.7% | -22.0% | +18.3% | -0.3% |
| 6M | -9.4% | -11.9% | +2.5% | -8.9% |
| YTD | -6.0% | +17.1% | -23.1% | -10.5% |
| 1Y | -4.4% | +14.9% | -19.2% | -9.1% |
| 3Y | +33.5% | +6.9% | +26.6% | +24.5% |
| 5Y | +35.7% | +19.6% | +16.2% | +21.8% |
| 10Y | +140.4% | +215.9% | -75.5% | +75.9% |
| All | +2,878.2% | +3,925.9% | -1,047.7% | +1,560.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling