+2,907.3%
PEG vs RVTY
+2,959.8%
-52.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.5% | -0.7% | +2.2% | +1.5% |
| 30D | +5.0% | +1.7% | +3.2% | +4.5% |
| 3M | -0.3% | +36.8% | -37.1% | -5.3% |
| 6M | -2.7% | +60.1% | -62.8% | -9.9% |
| YTD | -5.1% | +64.0% | -69.0% | -13.0% |
| 1Y | -8.3% | +68.2% | -76.5% | -16.4% |
| 3Y | +33.0% | +88.8% | -55.7% | +17.2% |
| 5Y | +41.3% | -10.5% | +51.8% | +37.8% |
| 10Y | +164.5% | +219.7% | -55.1% | +109.3% |
| All | +2,907.3% | +2,959.8% | -52.4% | +1,383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling