-5.4%
RMD vs PENG
+103.2%
-108.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.8% |
| 7D | +3.1% | -16.1% | +19.2% | +2.5% |
| 30D | +1.8% | -41.5% | +43.2% | -0.4% |
| 3M | +6.7% | -19.1% | +25.8% | +6.7% |
| 6M | +13.9% | +0.9% | +13.0% | +10.9% |
| YTD | -2.0% | +128.2% | -130.2% | -11.4% |
| 1Y | -5.4% | +98.6% | -104.0% | -14.3% |
| All | -5.4% | +103.2% | -108.6% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling