+213.3%
RVMD vs PENG
+88.9%
+124.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +12.4% | -4.2% | +6.9% |
| 7D | +0.5% | -19.4% | +20.0% | +2.2% |
| 30D | -4.3% | -42.4% | +38.1% | -0.6% |
| 3M | -2.8% | -25.6% | +22.9% | -1.2% |
| 6M | +27.3% | +7.3% | +20.0% | +26.7% |
| YTD | +141.4% | +113.9% | +27.6% | +123.7% |
| 1Y | +213.3% | +93.6% | +119.7% | +195.5% |
| All | +213.3% | +88.9% | +124.3% | +195.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling