-8.3%
PEG vs RVTY
+43.1%
-51.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | -0.2% |
| 7D | -0.9% | -7.4% | +6.5% | -0.9% |
| 30D | -2.8% | +4.5% | -7.3% | -2.8% |
| 3M | -6.9% | +19.5% | -26.4% | -7.1% |
| 6M | -11.4% | +34.1% | -45.5% | -11.7% |
| YTD | -7.4% | +25.3% | -32.6% | -7.9% |
| 1Y | -8.3% | +47.0% | -55.3% | -9.7% |
| All | -8.3% | +43.1% | -51.4% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling