-24.1%
RKT vs PEG
+74.7%
-98.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | -9.0% | +4.5% | -13.5% | -10.8% |
| 30D | +30.2% | +7.5% | +22.7% | +26.1% |
| 3M | -8.8% | +0.8% | -9.7% | -9.2% |
| 6M | -0.9% | 0.0% | -1.0% | -1.1% |
| YTD | -29.2% | -3.0% | -26.1% | -28.4% |
| 1Y | -20.1% | -4.7% | -15.3% | -18.6% |
| 3Y | +81.3% | +36.5% | +44.8% | +51.6% |
| 5Y | -6.6% | +44.4% | -51.0% | -23.3% |
| All | -24.1% | +74.7% | -98.9% | -38.5% |
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