+1,115.8%
RSP vs PEG
+819.5%
+296.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -1.0% | -2.3% | +1.2% | +0.1% |
| 30D | +2.6% | +1.2% | +1.4% | +1.9% |
| 3M | -0.8% | -2.4% | +1.6% | +0.1% |
| 6M | +6.3% | -6.9% | +13.1% | +9.5% |
| YTD | +14.1% | -7.2% | +21.4% | +17.3% |
| 1Y | +18.0% | -8.9% | +26.9% | +22.3% |
| 3Y | +61.0% | +27.1% | +33.9% | +38.6% |
| 5Y | +45.6% | +33.8% | +11.8% | +20.6% |
| 10Y | +220.2% | +150.2% | +70.0% | +87.1% |
| All | +1,115.8% | +819.5% | +296.3% | +274.8% |
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