-19.3%
RMD vs PENG
+115.2%
-134.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -0.7% |
| 7D | -5.0% | +4.5% | -9.5% | -5.2% |
| 30D | +2.2% | -7.1% | +9.3% | +2.5% |
| 3M | +17.8% | -27.3% | +45.1% | +18.7% |
| 6M | -11.3% | +169.6% | -180.9% | -23.1% |
| YTD | -4.4% | +164.6% | -169.0% | -17.2% |
| 1Y | -15.7% | +109.5% | -125.2% | -25.5% |
| 3Y | +47.7% | +98.9% | -51.2% | +24.8% |
| All | -19.3% | +115.2% | -134.5% | -33.9% |
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 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