+565.3%
RVMD vs PENG
+160.4%
+404.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +12.4% | -4.2% | +6.1% |
| 7D | +0.5% | -19.4% | +20.0% | +3.9% |
| 30D | -4.3% | -42.4% | +38.1% | +4.0% |
| 3M | -2.8% | -25.6% | +22.9% | +0.2% |
| 6M | +27.3% | +7.3% | +20.0% | +18.1% |
| YTD | +141.4% | +113.9% | +27.6% | +93.4% |
| 1Y | +213.3% | +93.6% | +119.7% | +155.3% |
| 3Y | +792.7% | +170.2% | +622.4% | +519.8% |
| 5Y | +470.6% | +44.2% | +426.4% | +320.6% |
| All | +565.3% | +160.4% | +404.9% | +250.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling