+42.1%
RKT vs PEG
+34.5%
+7.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +6.0% | +1.0% | +5.0% | +5.5% |
| 30D | +0.7% | -1.9% | +2.5% | +1.4% |
| 3M | +11.8% | -3.7% | +15.5% | +13.4% |
| 6M | -7.6% | -9.4% | +1.8% | -3.8% |
| YTD | -28.7% | -6.0% | -22.7% | -26.9% |
| 1Y | -32.6% | -4.4% | -28.2% | -31.2% |
| 3Y | +42.1% | +33.5% | +8.6% | +1.9% |
| All | +42.1% | +34.5% | +7.6% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling