+4,867.9%
RIO vs PEG
+3,380.9%
+1,487.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.1% |
| 7D | -0.9% | +4.5% | -5.4% | -3.0% |
| 30D | -9.1% | +7.5% | -16.6% | -12.3% |
| 3M | -13.7% | +0.8% | -14.5% | -14.3% |
| 6M | -24.3% | 0.0% | -24.4% | -24.8% |
| YTD | +8.9% | -3.0% | +11.9% | +9.5% |
| 1Y | +22.7% | -4.7% | +27.4% | +24.3% |
| 3Y | +51.2% | +36.5% | +14.7% | +25.6% |
| 5Y | +88.1% | +44.4% | +43.8% | +49.4% |
| 10Y | +352.3% | +170.2% | +182.1% | +146.6% |
| All | +4,867.9% | +3,380.9% | +1,487.0% | +1,282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling