+90.3%
RIO vs PEG
+43.5%
+46.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -0.9% | +4.5% | -5.4% | -2.1% |
| 30D | -9.1% | +7.5% | -16.6% | -10.9% |
| 3M | -13.7% | +0.8% | -14.5% | -14.0% |
| 6M | -24.3% | 0.0% | -24.4% | -24.6% |
| YTD | +8.9% | -3.0% | +11.9% | +9.3% |
| 1Y | +22.7% | -4.7% | +27.4% | +23.7% |
| 3Y | +51.2% | +36.5% | +14.7% | +31.7% |
| All | +90.3% | +43.5% | +46.9% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling