+617.4%
RVMD vs PENG
+219.3%
+398.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -1.2% | +7.8% | -9.0% | -2.5% |
| 30D | +1.1% | -12.2% | +13.3% | +3.0% |
| 3M | +39.6% | -20.6% | +60.2% | +41.6% |
| 6M | +110.7% | +180.9% | -70.3% | +65.9% |
| YTD | +160.3% | +162.3% | -2.0% | +104.9% |
| 1Y | +404.9% | +107.3% | +297.6% | +312.4% |
| 3Y | +545.5% | +110.8% | +434.7% | +363.5% |
| 5Y | +584.7% | +117.8% | +466.8% | +361.7% |
| All | +617.4% | +219.3% | +398.0% | +271.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling