+164.0%
PEG vs RUN
-29.4%
+193.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.5% |
| 7D | +1.0% | +10.2% | -9.1% | +0.5% |
| 30D | -1.9% | -9.6% | +7.7% | -1.4% |
| 3M | -3.7% | -31.5% | +27.8% | -2.0% |
| 6M | -9.4% | -18.7% | +9.3% | -9.0% |
| YTD | -6.0% | -49.9% | +43.9% | -3.8% |
| 1Y | -4.4% | -45.5% | +41.1% | -3.0% |
| 3Y | +33.5% | -34.1% | +67.6% | +25.0% |
| 5Y | +35.7% | -79.4% | +115.2% | +32.3% |
| 10Y | +140.4% | +48.9% | +91.5% | +93.8% |
| All | +164.0% | -29.4% | +193.4% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling