+583.5%
RVMD vs PEG
+35.4%
+548.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -3.6% | -0.9% | -2.7% | -3.3% |
| 30D | -1.1% | -2.8% | +1.7% | -0.1% |
| 3M | +41.0% | -6.9% | +48.0% | +44.5% |
| 6M | +105.7% | -11.4% | +117.1% | +113.8% |
| YTD | +155.3% | -7.4% | +162.7% | +159.8% |
| 1Y | +402.7% | -8.3% | +411.0% | +414.1% |
| 3Y | +533.1% | +31.5% | +501.5% | +446.0% |
| 5Y | +583.5% | +38.0% | +545.6% | +486.6% |
| All | +583.5% | +35.4% | +548.1% | +486.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling