+42,970.9%
RMD vs PEG
+1,922.4%
+41,048.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -0.8% | +1.5% | -2.3% | -1.3% |
| 30D | +1.7% | +5.0% | -3.3% | +0.1% |
| 3M | +6.4% | -0.3% | +6.7% | +6.3% |
| 6M | +20.7% | -2.7% | +23.4% | +21.3% |
| YTD | -0.2% | -5.1% | +4.9% | +0.9% |
| 1Y | -4.5% | -8.3% | +3.7% | -2.5% |
| 3Y | +70.5% | +33.0% | +37.5% | +53.1% |
| 5Y | -1.6% | +41.3% | -42.9% | -13.8% |
| 10Y | +342.7% | +164.5% | +178.1% | +217.3% |
| All | +42,970.9% | +1,922.4% | +41,048.4% | +19,519.6% |
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 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