+14.9%
RIVN vs PENG
+118.5%
-103.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -2.4% |
| 7D | -2.1% | +4.5% | -6.6% | -3.0% |
| 30D | +1.2% | -7.1% | +8.3% | +2.0% |
| 3M | -13.1% | -27.3% | +14.1% | -9.5% |
| 6M | +5.5% | +169.6% | -164.1% | -18.3% |
| YTD | -20.1% | +164.6% | -184.8% | -38.8% |
| 1Y | +14.9% | +109.5% | -94.6% | -11.9% |
| All | +14.9% | +118.5% | -103.6% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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