+25.7%
RDW vs PENG
+98.5%
-72.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.2% | -7.5% | -5.0% |
| 7D | +0.9% | -1.2% | +2.0% | +1.2% |
| 30D | -21.3% | -12.9% | -8.4% | -16.0% |
| 3M | -37.9% | -20.5% | -17.4% | -33.6% |
| 6M | +12.3% | +176.8% | -164.6% | -48.6% |
| YTD | +39.7% | +161.6% | -121.8% | -34.3% |
| 1Y | +25.7% | +95.6% | -70.0% | -27.8% |
| All | +25.7% | +98.5% | -72.8% | -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