+340.7%
RVMD vs PEG
-8.5%
+349.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | -0.9% | -2.1% | -3.0% |
| 30D | -0.7% | -3.7% | +3.0% | -0.9% |
| 3M | +36.5% | -7.3% | +43.8% | +36.2% |
| 6M | +104.6% | -10.5% | +115.1% | +103.8% |
| YTD | +155.8% | -7.5% | +163.3% | +154.3% |
| 1Y | +340.7% | -8.7% | +349.4% | +343.5% |
| All | +340.7% | -8.5% | +349.2% | +343.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling