-27.1%
RKT vs PEG
+66.7%
-93.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -6.3% | -0.9% | -5.4% | -5.9% |
| 30D | -6.2% | -3.7% | -2.5% | -4.7% |
| 3M | -1.9% | -7.3% | +5.4% | +1.3% |
| 6M | -13.0% | -10.5% | -2.5% | -8.8% |
| YTD | -31.9% | -7.5% | -24.4% | -29.7% |
| 1Y | -37.6% | -8.7% | -28.8% | -35.2% |
| 3Y | +36.8% | +31.4% | +5.5% | +16.5% |
| 5Y | -9.7% | +37.8% | -47.5% | -24.2% |
| All | -27.1% | +66.7% | -93.8% | -39.6% |
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