+43,271.4%
RMD vs PEG
+1,965.7%
+41,305.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | -0.2% |
| 7D | +2.1% | +4.5% | -2.4% | +0.7% |
| 30D | +2.1% | +7.5% | -5.5% | -0.2% |
| 3M | +6.2% | +0.8% | +5.4% | +5.7% |
| 6M | +19.4% | 0.0% | +19.4% | +19.0% |
| YTD | +0.5% | -3.0% | +3.6% | +0.9% |
| 1Y | -3.9% | -4.7% | +0.8% | -3.1% |
| 3Y | +72.5% | +36.5% | +36.1% | +53.7% |
| 5Y | -1.5% | +44.4% | -45.9% | -14.3% |
| 10Y | +345.8% | +170.2% | +175.6% | +217.4% |
| All | +43,271.4% | +1,965.7% | +41,305.7% | +19,528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling