-42.2%
RIG vs PEG
+148.0%
-190.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -3.1% | -0.9% | -2.2% | -2.6% |
| 30D | -0.5% | -3.7% | +3.2% | +1.6% |
| 3M | -6.0% | -7.3% | +1.3% | -1.9% |
| 6M | -10.1% | -10.5% | +0.3% | -5.0% |
| YTD | +37.3% | -7.5% | +44.8% | +42.2% |
| 1Y | +73.9% | -8.7% | +82.7% | +81.5% |
| 3Y | -30.2% | +31.4% | -61.5% | -43.7% |
| 5Y | +62.5% | +37.8% | +24.7% | +24.8% |
| All | -42.2% | +148.0% | -190.2% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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