+525.3%
RVMD vs PENG
+206.6%
+318.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +10.3% | -16.7% | -8.2% |
| 7D | -9.5% | +1.9% | -11.4% | -10.2% |
| 30D | -6.8% | -37.8% | +30.9% | -0.4% |
| 3M | -12.1% | -14.1% | +2.0% | -11.8% |
| 6M | +25.4% | +13.1% | +12.2% | +15.4% |
| YTD | +126.9% | +151.8% | -24.9% | +76.3% |
| 1Y | +182.0% | +136.0% | +46.0% | +121.5% |
| 3Y | +816.8% | +217.9% | +598.8% | +517.3% |
| 5Y | +464.0% | +64.1% | +399.9% | +307.7% |
| All | +525.3% | +206.6% | +318.7% | +219.6% |
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