+167.5%
PEG vs RUN
+68.6%
+98.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.4% |
| 7D | +4.5% | -13.5% | +18.0% | +5.3% |
| 30D | +7.5% | +18.3% | -10.8% | +6.3% |
| 3M | +0.8% | -12.5% | +13.3% | +1.3% |
| 6M | 0.0% | -40.3% | +40.3% | +2.3% |
| YTD | -3.0% | -53.1% | +50.1% | -0.5% |
| 1Y | -4.7% | -54.3% | +49.5% | -2.2% |
| 3Y | +36.5% | -6.5% | +43.0% | +23.5% |
| 5Y | +44.4% | -85.3% | +129.6% | +44.6% |
| All | +167.5% | +68.6% | +98.9% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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