+626.7%
RVMD vs PENG
+222.2%
+404.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.5% |
| 7D | +1.0% | +4.5% | -3.5% | +0.2% |
| 30D | +6.4% | -7.1% | +13.6% | +7.4% |
| 3M | +34.9% | -27.3% | +62.2% | +38.7% |
| 6M | +107.6% | +169.6% | -62.0% | +64.7% |
| YTD | +163.7% | +164.6% | -0.9% | +107.3% |
| 1Y | +439.2% | +109.5% | +329.7% | +339.5% |
| 3Y | +499.2% | +98.9% | +400.3% | +340.1% |
| 5Y | +621.7% | +116.3% | +505.5% | +388.5% |
| All | +626.7% | +222.2% | +404.5% | +275.9% |
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