-83.9%
RIVN vs PENG
+72.7%
-156.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | +4.1% | +7.8% | -3.7% | +1.4% |
| 30D | +1.1% | -12.2% | +13.3% | +4.5% |
| 3M | -4.0% | -20.6% | +16.6% | -1.2% |
| 6M | +5.2% | +180.9% | -175.7% | -33.8% |
| YTD | -18.0% | +162.3% | -180.2% | -47.7% |
| 1Y | +15.6% | +107.3% | -91.7% | -20.9% |
| 3Y | -30.0% | +110.8% | -140.8% | -60.8% |
| All | -83.9% | +72.7% | -156.7% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling