+28.3%
RDW vs PENG
+118.5%
-90.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | -1.8% |
| 7D | -3.1% | +4.5% | -7.7% | -5.4% |
| 30D | -1.8% | -7.1% | +5.3% | +1.8% |
| 3M | -50.9% | -27.3% | -23.6% | -44.4% |
| 6M | +13.5% | +169.6% | -156.1% | -46.4% |
| YTD | +38.6% | +164.6% | -126.1% | -34.8% |
| 1Y | +28.3% | +109.5% | -81.2% | -27.8% |
| All | +28.3% | +118.5% | -90.2% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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