+632.3%
PENG vs RVTY
+161.2%
+471.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.5% | +10.9% | +10.7% |
| 7D | +1.9% | -0.7% | +2.6% | +3.4% |
| 30D | -37.8% | +1.7% | -39.5% | -37.2% |
| 3M | -14.1% | +36.8% | -50.9% | -28.3% |
| 6M | +13.1% | +60.1% | -47.0% | -15.8% |
| YTD | +151.8% | +64.0% | +87.8% | +84.0% |
| 1Y | +136.0% | +68.2% | +67.8% | +69.5% |
| 3Y | +217.9% | +88.8% | +129.2% | +103.7% |
| 5Y | +64.1% | -10.5% | +74.6% | +65.1% |
| All | +632.3% | +161.2% | +471.1% | +217.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling