-0.9%
RKT vs PEG
-1.1%
+0.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.9% |
| 7D | -9.0% | +4.5% | -13.5% | -11.6% |
| 30D | +30.2% | +7.5% | +22.7% | +24.5% |
| 3M | -8.8% | +0.8% | -9.7% | -9.4% |
| 6M | -0.9% | 0.0% | -1.0% | -5.3% |
| All | -0.9% | -1.1% | +0.2% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling