-16.7%
RDW vs PENG
+116.9%
-133.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.3% | -4.5% |
| 7D | +3.6% | +7.3% | -3.7% | +0.2% |
| 30D | -18.4% | -7.5% | -11.0% | -15.9% |
| 3M | -32.1% | -17.2% | -14.8% | -28.6% |
| 6M | +10.9% | +176.7% | -165.9% | -33.9% |
| YTD | +40.8% | +161.0% | -120.3% | -13.9% |
| 1Y | +31.1% | +108.8% | -77.7% | -11.8% |
| 3Y | +245.2% | +109.8% | +135.4% | +102.5% |
| 5Y | -16.7% | +111.7% | -128.5% | -59.1% |
| All | -16.7% | +116.9% | -133.6% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling