-6.1%
RDW vs PEG
+36.3%
-42.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +0.9% | -0.9% | +1.7% | +1.5% |
| 30D | -21.3% | -3.7% | -17.6% | -19.3% |
| 3M | -37.9% | -7.3% | -30.6% | -35.4% |
| 6M | +12.3% | -10.5% | +22.7% | +19.1% |
| YTD | +39.7% | -7.5% | +47.2% | +44.2% |
| 1Y | +25.7% | -8.7% | +34.4% | +30.0% |
| 3Y | +230.8% | +31.4% | +199.5% | +193.1% |
| All | -6.1% | +36.3% | -42.4% | -20.0% |
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