+563.4%
RMBS vs PENG
+661.7%
-98.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.3% | -0.9% | +4.8% |
| 7D | -3.9% | -3.8% | -0.1% | -2.7% |
| 30D | -24.9% | -40.1% | +15.2% | -9.9% |
| 3M | -20.5% | -21.8% | +1.3% | -14.7% |
| 6M | -37.5% | +3.3% | -40.9% | -40.5% |
| YTD | -12.1% | +133.6% | -145.8% | -37.1% |
| 1Y | -25.0% | +110.7% | -135.7% | -44.3% |
| 3Y | +36.1% | +204.3% | -168.2% | -11.3% |
| 5Y | +236.1% | +54.4% | +181.8% | +145.5% |
| All | +563.4% | +661.7% | -98.2% | +269.8% |
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