+141.3%
PENG vs RVTY
+67.3%
+74.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | +34.6% | +4.1% | +30.5% | +31.6% |
| 30D | -35.9% | +1.3% | -37.2% | -35.0% |
| 3M | -14.7% | +33.3% | -48.0% | -23.6% |
| 6M | +13.5% | +58.3% | -44.8% | -9.8% |
| YTD | +156.1% | +62.7% | +93.4% | +93.3% |
| 1Y | +141.3% | +67.2% | +74.1% | +81.6% |
| All | +141.3% | +67.3% | +74.0% | +81.6% |
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