-22.2%
RKT vs PEG
+68.2%
-90.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.1% | +0.7% | +1.4% | +1.8% |
| 30D | +1.4% | -2.4% | +3.9% | +2.5% |
| 3M | +6.3% | -4.8% | +11.1% | +8.4% |
| 6M | -15.5% | -10.7% | -4.8% | -11.3% |
| YTD | -27.4% | -6.7% | -20.7% | -25.3% |
| 1Y | -26.6% | -6.8% | -19.7% | -24.4% |
| 3Y | +41.2% | +34.5% | +6.8% | +19.0% |
| 5Y | -6.4% | +35.8% | -42.2% | -21.8% |
| All | -22.2% | +68.2% | -90.4% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling