+209.8%
RSP vs PEG
+139.0%
+70.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.4% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -2.5% | -1.7% | -0.8% | -1.8% |
| 3M | +3.0% | -6.8% | +9.8% | +6.2% |
| 6M | +8.9% | -11.4% | +20.3% | +14.7% |
| YTD | +13.0% | -7.2% | +20.2% | +16.1% |
| 1Y | +16.2% | -6.1% | +22.4% | +18.5% |
| 3Y | +52.7% | +31.8% | +20.9% | +28.6% |
| 5Y | +50.5% | +35.6% | +14.9% | +23.3% |
| 10Y | +209.8% | +148.7% | +61.1% | +98.3% |
| All | +209.8% | +139.0% | +70.8% | +98.3% |
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 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