+1,992.3%
RSG vs PEG
+1,242.5%
+749.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +3.7% | -1.7% | +5.4% | +4.3% |
| 3M | +6.2% | -6.8% | +12.9% | +8.8% |
| 6M | -2.8% | -11.4% | +8.6% | +1.3% |
| YTD | +5.9% | -7.2% | +13.1% | +8.4% |
| 1Y | -1.8% | -6.1% | +4.4% | -0.1% |
| 3Y | +57.5% | +31.8% | +25.7% | +40.2% |
| 5Y | +91.1% | +35.6% | +55.5% | +67.5% |
| 10Y | +428.1% | +148.7% | +279.4% | +272.7% |
| All | +1,992.3% | +1,242.5% | +749.7% | +1,021.1% |
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