+259.2%
RMD vs PENG
+762.7%
-503.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -0.9% |
| 7D | -5.0% | +4.5% | -9.5% | -5.4% |
| 30D | +2.2% | -7.1% | +9.3% | +2.6% |
| 3M | +17.8% | -27.3% | +45.1% | +18.9% |
| 6M | -11.3% | +169.6% | -180.9% | -23.6% |
| YTD | -4.4% | +164.6% | -169.0% | -17.8% |
| 1Y | -15.7% | +109.5% | -125.2% | -25.9% |
| 3Y | +47.7% | +98.9% | -51.2% | +23.9% |
| 5Y | -19.2% | +116.3% | -135.5% | -34.7% |
| All | +259.2% | +762.7% | -503.4% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling