+7.3%
PENG vs RVTY
+66.1%
-58.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.8% | +9.5% | +10.8% |
| 7D | -19.4% | -1.2% | -18.2% | -18.1% |
| 30D | -42.4% | +1.0% | -43.4% | -41.1% |
| 3M | -25.6% | +35.8% | -61.5% | -23.9% |
| 6M | +7.3% | +56.7% | -49.4% | +7.1% |
| All | +7.3% | +66.1% | -58.8% | +7.1% |
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