+605.1%
RVMD vs PEG
+56.5%
+548.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -3.0% | -0.9% | -2.1% | -2.6% |
| 30D | -0.7% | -3.7% | +3.0% | +0.9% |
| 3M | +36.5% | -7.3% | +43.8% | +40.8% |
| 6M | +104.6% | -10.5% | +115.1% | +113.1% |
| YTD | +155.8% | -7.5% | +163.3% | +161.6% |
| 1Y | +340.7% | -8.7% | +349.4% | +353.6% |
| 3Y | +519.9% | +31.4% | +488.6% | +430.4% |
| 5Y | +584.9% | +37.8% | +547.2% | +461.9% |
| All | +605.1% | +56.5% | +548.6% | +402.8% |
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 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