+169.6%
PENG vs RVTY
+35.0%
+134.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.8% | +6.6% |
| 7D | +4.5% | +1.1% | +3.4% | +4.1% |
| 30D | -7.1% | +13.2% | -20.3% | -11.8% |
| 3M | -27.3% | +27.2% | -54.5% | -36.4% |
| 6M | +169.6% | +32.4% | +137.2% | +122.3% |
| All | +169.6% | +35.0% | +134.6% | +122.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling