+163.7%
PEG vs RVTY
+216.9%
-53.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +2.3% | +4.1% | -1.8% | +1.6% |
| 30D | +6.1% | +1.3% | +4.8% | +5.7% |
| 3M | -0.5% | +33.3% | -33.8% | -5.9% |
| 6M | -3.2% | +58.3% | -61.5% | -11.5% |
| YTD | -4.4% | +62.7% | -67.1% | -13.8% |
| 1Y | -7.4% | +67.2% | -74.6% | -17.0% |
| 3Y | +33.9% | +87.3% | -53.4% | +13.8% |
| 5Y | +42.3% | -13.4% | +55.7% | +40.8% |
| All | +163.7% | +216.9% | -53.2% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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