+602.2%
RMBS vs PENG
+762.7%
-160.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | -1.1% |
| 7D | -0.3% | +4.5% | -4.9% | -2.1% |
| 30D | -12.2% | -7.1% | -5.1% | -9.9% |
| 3M | -49.5% | -27.3% | -22.3% | -44.3% |
| 6M | -7.1% | +169.6% | -176.7% | -35.8% |
| YTD | -7.0% | +164.6% | -171.6% | -35.1% |
| 1Y | +13.3% | +109.5% | -96.1% | -14.7% |
| 3Y | +49.2% | +98.9% | -49.7% | +5.8% |
| 5Y | +250.0% | +116.3% | +133.7% | +134.8% |
| All | +602.2% | +762.7% | -160.4% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling