+273.7%
RMD vs PEG
+148.3%
+125.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -4.2% | -0.9% | -3.3% | -3.9% |
| 30D | -2.1% | -2.8% | +0.7% | -1.1% |
| 3M | +13.8% | -6.9% | +20.7% | +16.8% |
| 6M | -10.6% | -11.4% | +0.8% | -6.6% |
| YTD | -8.1% | -7.4% | -0.7% | -5.8% |
| 1Y | -18.0% | -8.3% | -9.7% | -15.8% |
| 3Y | +52.9% | +31.5% | +21.3% | +31.5% |
| 5Y | -22.3% | +38.0% | -60.2% | -35.1% |
| All | +273.7% | +148.3% | +125.4% | +143.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling