+275.2%
RMD vs PENG
+720.8%
-445.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.3% | -8.4% | +1.1% |
| 7D | -0.8% | +1.9% | -2.7% | -1.4% |
| 30D | +1.7% | -37.8% | +39.5% | +4.9% |
| 3M | +6.4% | -14.1% | +20.5% | +6.3% |
| 6M | +20.7% | +13.1% | +7.6% | +14.0% |
| YTD | -0.2% | +151.8% | -152.0% | -14.8% |
| 1Y | -4.5% | +136.0% | -140.5% | -18.0% |
| 3Y | +70.5% | +217.9% | -147.4% | +36.0% |
| 5Y | -1.6% | +64.1% | -65.7% | -18.8% |
| All | +275.2% | +720.8% | -445.6% | +151.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling