+143.4%
PEG vs RUN
+42.2%
+101.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -0.9% | -3.7% | +2.8% | -0.7% |
| 30D | -3.7% | -13.0% | +9.3% | -3.0% |
| 3M | -7.3% | -31.8% | +24.5% | -5.5% |
| 6M | -10.5% | -32.2% | +21.7% | -9.1% |
| YTD | -7.5% | -53.5% | +46.0% | -4.8% |
| 1Y | -8.7% | -46.5% | +37.8% | -7.3% |
| 3Y | +31.4% | -37.6% | +69.0% | +22.4% |
| 5Y | +37.8% | -80.9% | +118.6% | +34.8% |
| All | +143.4% | +42.2% | +101.2% | +82.2% |
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