-15.7%
RMD vs PEG
-7.0%
-8.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -5.0% | +0.7% | -5.7% | -5.1% |
| 30D | +2.2% | -2.4% | +4.7% | +2.5% |
| 3M | +17.8% | -4.8% | +22.6% | +18.8% |
| 6M | -11.3% | -10.7% | -0.6% | -10.0% |
| YTD | -4.4% | -6.7% | +2.3% | -3.6% |
| 1Y | -15.7% | -6.8% | -8.9% | -14.6% |
| All | -15.7% | -7.0% | -8.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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