+233.3%
RDW vs PENG
+107.0%
+126.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.3% | -4.5% |
| 7D | +3.6% | +7.3% | -3.7% | +0.4% |
| 30D | -18.4% | -7.5% | -11.0% | -16.0% |
| 3M | -32.1% | -17.2% | -14.8% | -28.7% |
| 6M | +10.9% | +176.7% | -165.9% | -30.4% |
| YTD | +40.8% | +161.0% | -120.3% | -9.5% |
| 1Y | +31.1% | +108.8% | -77.7% | -8.3% |
| All | +233.3% | +107.0% | +126.4% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling