-9.7%
RKT vs PEG
+33.9%
-43.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.0% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -2.4% | -1.7% | -0.7% | -1.5% |
| 3M | +1.9% | -6.8% | +8.7% | +5.6% |
| 6M | -13.9% | -11.4% | -2.5% | -8.3% |
| YTD | -30.6% | -7.2% | -23.4% | -28.0% |
| 1Y | -34.4% | -6.1% | -28.2% | -32.3% |
| 3Y | +38.2% | +31.8% | +6.4% | +8.5% |
| 5Y | -9.7% | +35.6% | -45.3% | -33.9% |
| All | -9.7% | +33.9% | -43.6% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling