+270.2%
RMD vs PENG
+597.2%
-327.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.4% | -14.1% | -2.7% |
| 7D | +2.3% | -19.4% | +21.8% | +3.6% |
| 30D | +4.1% | -42.4% | +46.5% | +8.1% |
| 3M | +5.7% | -25.6% | +31.4% | +6.8% |
| 6M | +12.9% | +7.3% | +5.6% | +6.6% |
| YTD | -1.5% | +113.9% | -115.4% | -14.7% |
| 1Y | -4.8% | +93.6% | -98.3% | -16.8% |
| 3Y | +57.5% | +170.2% | -112.7% | +27.4% |
| 5Y | -5.5% | +44.2% | -49.7% | -21.2% |
| All | +270.2% | +597.2% | -327.0% | +152.0% |
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