-1.6%
RMD vs PENG
+68.7%
-70.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.3% | -8.4% | +1.3% |
| 7D | -0.8% | +1.9% | -2.7% | -1.1% |
| 30D | +1.7% | -37.8% | +39.5% | +4.0% |
| 3M | +6.4% | -14.1% | +20.5% | +6.4% |
| 6M | +20.7% | +13.1% | +7.6% | +14.4% |
| YTD | -0.2% | +151.8% | -152.0% | -14.4% |
| 1Y | -4.5% | +136.0% | -140.5% | -17.6% |
| 3Y | +70.5% | +217.9% | -147.4% | +34.9% |
| 5Y | -1.6% | +64.1% | -65.7% | -18.7% |
| All | -1.6% | +68.7% | -70.3% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling