+124.7%
PENG vs RVTY
+74.0%
+50.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -2.5% | -6.6% | -7.8% |
| 7D | -20.5% | -3.6% | -16.9% | -18.8% |
| 30D | -20.4% | +1.4% | -21.7% | -20.3% |
| 3M | -16.4% | +43.2% | -59.6% | -28.6% |
| 6M | +49.2% | +84.5% | -35.3% | +6.7% |
| YTD | +147.2% | +65.2% | +82.0% | +84.6% |
| 1Y | +124.7% | +74.3% | +50.4% | +64.9% |
| All | +124.7% | +74.0% | +50.7% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling