-84.4%
RIVN vs PENG
+74.3%
-158.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -3.2% |
| 7D | -2.1% | +4.5% | -6.6% | -3.6% |
| 30D | +1.2% | -7.1% | +8.3% | +2.6% |
| 3M | -13.1% | -27.3% | +14.1% | -7.9% |
| 6M | +5.5% | +169.6% | -164.1% | -32.6% |
| YTD | -20.1% | +164.6% | -184.8% | -49.2% |
| 1Y | +14.9% | +109.5% | -94.6% | -21.6% |
| 3Y | -32.5% | +98.9% | -131.4% | -60.5% |
| All | -84.4% | +74.3% | -158.7% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling