-21.7%
RMD vs PEG
+35.7%
-57.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | -4.5% | +1.0% | -5.5% | -4.8% |
| 30D | +4.6% | -1.9% | +6.5% | +5.1% |
| 3M | +14.8% | -3.7% | +18.5% | +16.0% |
| 6M | -12.1% | -9.4% | -2.6% | -9.5% |
| YTD | -7.5% | -6.0% | -1.5% | -6.1% |
| 1Y | -20.1% | -4.4% | -15.7% | -19.5% |
| 3Y | +53.9% | +33.5% | +20.4% | +33.6% |
| All | -21.7% | +35.7% | -57.4% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling