-27.0%
RMBS vs PENG
+103.2%
-130.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.4% |
| 7D | -8.4% | -16.1% | +7.7% | +0.5% |
| 30D | -24.9% | -41.5% | +16.6% | -0.7% |
| 3M | -15.8% | -19.1% | +3.3% | -10.7% |
| 6M | -37.5% | +0.9% | -38.4% | -48.5% |
| YTD | -12.1% | +128.2% | -140.3% | -63.2% |
| 1Y | -27.0% | +98.6% | -125.6% | -65.9% |
| All | -27.0% | +103.2% | -130.2% | -65.9% |
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 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