+7.9%
RDW vs PENG
+171.4%
-163.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.5% | +7.0% |
| 7D | +9.5% | +7.8% | +1.7% | +5.9% |
| 30D | -17.4% | -12.2% | -5.2% | -13.0% |
| 3M | -39.5% | -20.6% | -18.9% | -35.3% |
| 6M | +31.3% | +180.9% | -149.6% | -18.2% |
| YTD | +47.8% | +162.3% | -114.5% | -5.4% |
| 1Y | +33.8% | +107.3% | -73.4% | -6.1% |
| 3Y | +262.3% | +110.8% | +151.5% | +125.0% |
| 5Y | -5.7% | +117.8% | -123.5% | -43.5% |
| All | +7.9% | +171.4% | -163.6% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling