+68.8%
RMD vs PENG
+191.6%
-122.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.3% | -9.1% | +0.1% |
| 7D | +1.2% | -3.8% | +5.0% | +1.2% |
| 30D | +2.5% | -40.1% | +42.6% | +3.2% |
| 3M | +11.5% | -21.8% | +33.3% | +11.8% |
| 6M | +14.7% | +3.3% | +11.4% | +10.7% |
| YTD | -1.3% | +133.6% | -135.0% | -12.3% |
| 1Y | -5.3% | +110.7% | -116.0% | -15.2% |
| 3Y | +68.8% | +204.3% | -135.5% | +32.4% |
| All | +68.8% | +191.6% | -122.9% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling