+28.8%
RMBS vs PENG
+184.4%
-155.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +12.4% | -5.4% | 0.0% |
| 7D | -12.0% | -19.4% | +7.5% | -1.7% |
| 30D | -33.1% | -42.4% | +9.2% | -11.5% |
| 3M | -23.7% | -25.6% | +1.9% | -14.6% |
| 6M | -42.7% | +7.3% | -50.0% | -51.8% |
| YTD | -18.9% | +113.9% | -132.7% | -54.9% |
| 1Y | -30.0% | +93.6% | -123.6% | -58.8% |
| 3Y | +28.8% | +170.2% | -141.4% | -43.1% |
| All | +28.8% | +184.4% | -155.6% | -43.1% |
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