+265.7%
RMBS vs PENG
+107.7%
+158.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | +3.0% | +7.8% | -4.8% | -1.0% |
| 30D | -14.4% | -12.2% | -2.2% | -9.1% |
| 3M | -42.8% | -20.6% | -22.2% | -38.3% |
| 6M | -1.4% | +180.9% | -182.3% | -42.8% |
| YTD | -5.4% | +162.3% | -167.7% | -43.2% |
| 1Y | +18.6% | +107.3% | -88.7% | -21.2% |
| 3Y | +57.3% | +110.8% | -53.5% | -7.6% |
| 5Y | +265.7% | +117.8% | +147.9% | +115.7% |
| All | +265.7% | +107.7% | +158.0% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling