+776.8%
RVMD vs PENG
+209.7%
+567.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -1.7% |
| 7D | -10.4% | +13.2% | -23.6% | -11.7% |
| 30D | -11.0% | -29.9% | +19.0% | -8.7% |
| 3M | -14.7% | -22.2% | +7.5% | -13.8% |
| 6M | +14.9% | -1.9% | +16.8% | +11.8% |
| YTD | +116.3% | +142.1% | -25.8% | +92.0% |
| 1Y | +167.6% | +151.5% | +16.1% | +136.5% |
| 3Y | +776.8% | +206.9% | +569.9% | +498.2% |
| All | +776.8% | +209.7% | +567.0% | +498.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling