-24.1%
RKT vs PEG
+72.2%
-96.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.7% | -5.4% |
| 7D | -7.5% | +2.3% | -9.8% | -8.5% |
| 30D | +26.6% | +6.1% | +20.4% | +23.3% |
| 3M | -2.4% | -0.5% | -1.9% | -2.3% |
| 6M | -7.4% | -3.2% | -4.2% | -6.2% |
| YTD | -29.2% | -4.4% | -24.8% | -27.9% |
| 1Y | -23.5% | -7.4% | -16.2% | -21.1% |
| 3Y | +73.9% | +33.9% | +40.0% | +46.7% |
| 5Y | -6.6% | +42.3% | -48.9% | -22.8% |
| All | -24.1% | +72.2% | -96.4% | -38.1% |
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