+54.4%
PENG vs RVTY
-6.1%
+60.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.6% | +5.6% | +7.2% |
| 7D | -3.8% | +6.0% | -9.8% | -5.6% |
| 30D | -40.1% | +4.3% | -44.4% | -40.4% |
| 3M | -21.8% | +40.2% | -62.0% | -34.1% |
| 6M | +3.3% | +59.3% | -56.0% | -19.9% |
| YTD | +133.6% | +66.5% | +67.1% | +75.9% |
| 1Y | +110.7% | +77.5% | +33.2% | +53.0% |
| 3Y | +204.3% | +92.5% | +111.8% | +106.6% |
| 5Y | +54.4% | -6.8% | +61.2% | +50.2% |
| All | +54.4% | -6.1% | +60.4% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling