+240.5%
RMBS vs PENG
+56.5%
+184.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.2% | -0.4% |
| 7D | +10.3% | +13.2% | -2.9% | +3.5% |
| 30D | -10.7% | -29.9% | +19.2% | +4.8% |
| 3M | -17.2% | -22.2% | +5.0% | -9.9% |
| 6M | -39.0% | -1.9% | -37.1% | -43.2% |
| YTD | -10.5% | +142.1% | -152.6% | -47.2% |
| 1Y | -11.0% | +151.5% | -162.5% | -48.4% |
| 3Y | +31.3% | +206.9% | -175.6% | -33.0% |
| All | +240.5% | +56.5% | +184.0% | +95.0% |
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