+420.8%
RSG vs PEG
+148.0%
+272.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | 0.0% | -0.9% | +0.9% | +0.4% |
| 30D | +4.0% | -3.7% | +7.7% | +5.7% |
| 3M | +7.4% | -7.3% | +14.6% | +11.0% |
| 6M | +0.1% | -10.5% | +10.6% | +4.9% |
| YTD | +6.0% | -7.5% | +13.5% | +9.3% |
| 1Y | -3.0% | -8.7% | +5.8% | +0.4% |
| 3Y | +56.5% | +31.4% | +25.1% | +32.9% |
| 5Y | +90.9% | +37.8% | +53.1% | +56.7% |
| All | +420.8% | +148.0% | +272.8% | +238.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling