+28.3%
PENG vs RVTY
-10.3%
+38.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -5.4% | -17.6% | -20.0% |
| 7D | -36.7% | -9.0% | -27.7% | -32.4% |
| 30D | -42.0% | -1.6% | -40.5% | -40.5% |
| 3M | -33.2% | +31.2% | -64.4% | -41.7% |
| 6M | +2.1% | +63.6% | -61.5% | -22.1% |
| YTD | +90.3% | +56.3% | +34.0% | +48.1% |
| 1Y | +67.7% | +63.3% | +4.3% | +27.2% |
| 3Y | +154.2% | +72.4% | +81.8% | +82.9% |
| 5Y | +28.3% | -9.6% | +37.9% | +30.2% |
| All | +28.3% | -10.3% | +38.6% | +30.2% |
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