+103.5%
RIO vs PEG
+33.9%
+69.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +1.0% | -0.1% | +1.0% | +1.0% |
| 30D | +4.0% | -1.7% | +5.8% | +4.4% |
| 3M | +4.5% | -6.8% | +11.3% | +6.3% |
| 6M | +17.3% | -11.4% | +28.7% | +20.9% |
| YTD | +36.2% | -7.2% | +43.4% | +38.3% |
| 1Y | +76.1% | -6.1% | +82.3% | +78.0% |
| 3Y | +102.5% | +31.8% | +70.8% | +79.8% |
| 5Y | +103.5% | +35.6% | +67.9% | +79.0% |
| All | +103.5% | +33.9% | +69.6% | +79.0% |
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