+36.3%
RMBS vs PENG
+222.1%
-185.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.3% | -4.6% | -0.1% |
| 7D | +3.0% | +1.9% | +1.1% | +1.2% |
| 30D | -15.5% | -37.8% | +22.3% | +7.4% |
| 3M | -11.5% | -14.1% | +2.6% | -8.7% |
| 6M | -36.5% | +13.1% | -49.7% | -47.6% |
| YTD | -7.1% | +151.8% | -158.9% | -52.9% |
| 1Y | -18.7% | +136.0% | -154.6% | -57.2% |
| All | +36.3% | +222.1% | -185.8% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling