+268.3%
RMD vs PENG
+644.0%
-375.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +3.1% | -16.1% | +19.2% | +4.1% |
| 30D | +1.8% | -41.5% | +43.2% | +5.6% |
| 3M | +6.7% | -19.1% | +25.8% | +7.1% |
| 6M | +13.9% | +0.9% | +13.0% | +8.6% |
| YTD | -2.0% | +128.2% | -130.2% | -15.7% |
| 1Y | -5.4% | +98.6% | -104.0% | -17.4% |
| 3Y | +67.4% | +188.2% | -120.8% | +34.6% |
| 5Y | -5.7% | +55.5% | -61.2% | -22.0% |
| All | +268.3% | +644.0% | -375.7% | +149.3% |
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