-27.0%
RMBS vs PENG
+108.0%
-135.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.3% | -0.9% | +3.0% |
| 7D | -3.9% | -3.8% | -0.1% | -2.6% |
| 30D | -24.9% | -40.1% | +15.2% | -2.0% |
| 3M | -20.5% | -21.8% | +1.3% | -13.7% |
| 6M | -37.5% | +3.3% | -40.9% | -49.2% |
| YTD | -12.1% | +133.6% | -145.8% | -63.7% |
| All | -27.0% | +108.0% | -135.0% | -66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling