-20.1%
RKT vs PEG
-5.8%
-14.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.9% |
| 7D | -9.0% | +4.5% | -13.5% | -11.5% |
| 30D | +30.2% | +7.5% | +22.7% | +24.6% |
| 3M | -8.8% | +0.8% | -9.7% | -9.4% |
| 6M | -0.9% | 0.0% | -1.0% | -1.7% |
| YTD | -29.2% | -3.0% | -26.1% | -29.5% |
| 1Y | -20.1% | -4.7% | -15.3% | -17.8% |
| All | -20.1% | -5.8% | -14.3% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling