+598.2%
RMBS vs PENG
+735.0%
-136.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | +21.9% | +34.6% | -12.7% | +8.7% |
| 30D | -13.4% | -35.9% | +22.5% | +1.2% |
| 3M | -15.9% | -14.7% | -1.2% | -12.9% |
| 6M | -34.8% | +13.5% | -48.3% | -40.1% |
| YTD | -7.5% | +156.1% | -163.7% | -36.1% |
| 1Y | -16.9% | +141.3% | -158.2% | -41.3% |
| 3Y | +35.5% | +223.4% | -187.9% | -14.1% |
| 5Y | +254.2% | +67.4% | +186.8% | +150.2% |
| All | +598.2% | +735.0% | -136.8% | +275.3% |
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