+580.6%
RIO vs PEG
+148.3%
+432.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -3.4% | -0.9% | -2.4% | -3.1% |
| 30D | +0.6% | -2.8% | +3.3% | +1.4% |
| 3M | +2.5% | -6.9% | +9.5% | +4.8% |
| 6M | +10.8% | -11.4% | +22.2% | +15.0% |
| YTD | +30.5% | -7.4% | +37.9% | +33.2% |
| 1Y | +68.1% | -8.3% | +76.4% | +71.9% |
| 3Y | +94.0% | +31.5% | +62.5% | +70.9% |
| 5Y | +92.0% | +38.0% | +54.1% | +64.2% |
| All | +580.6% | +148.3% | +432.3% | +391.4% |
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