-84.1%
RIVN vs PENG
+71.9%
-156.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | +2.5% | +7.3% | -4.8% | +0.1% |
| 30D | -2.3% | -7.5% | +5.1% | -0.7% |
| 3M | +1.7% | -17.2% | +19.0% | +3.0% |
| 6M | +0.9% | +176.7% | -175.9% | -36.2% |
| YTD | -18.8% | +161.0% | -179.8% | -48.1% |
| 1Y | +14.8% | +108.8% | -94.0% | -21.7% |
| 3Y | -30.7% | +109.8% | -140.5% | -61.1% |
| All | -84.1% | +71.9% | -156.0% | -90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling