+41,132.7%
RMD vs PEG
+1,888.3%
+39,244.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -5.0% | +0.7% | -5.7% | -5.2% |
| 30D | +2.2% | -2.4% | +4.7% | +2.9% |
| 3M | +17.8% | -4.8% | +22.6% | +19.5% |
| 6M | -11.3% | -10.7% | -0.6% | -8.4% |
| YTD | -4.4% | -6.7% | +2.3% | -2.8% |
| 1Y | -15.7% | -6.8% | -8.9% | -14.3% |
| 3Y | +47.7% | +34.5% | +13.3% | +32.2% |
| 5Y | -19.2% | +35.8% | -55.0% | -28.3% |
| 10Y | +280.4% | +141.7% | +138.7% | +179.8% |
| All | +41,132.7% | +1,888.3% | +39,244.4% | +18,812.9% |
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