+442.1%
RVMD vs PENG
+56.5%
+385.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -1.6% |
| 7D | -10.4% | +13.2% | -23.6% | -12.0% |
| 30D | -11.0% | -29.9% | +19.0% | -7.9% |
| 3M | -14.7% | -22.2% | +7.5% | -13.5% |
| 6M | +14.9% | -1.9% | +16.8% | +10.7% |
| YTD | +116.3% | +142.1% | -25.8% | +83.6% |
| 1Y | +167.6% | +151.5% | +16.1% | +125.8% |
| 3Y | +776.8% | +206.9% | +569.9% | +570.3% |
| All | +442.1% | +56.5% | +385.6% | +303.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling