+124.7%
PENG vs RRC
+44.7%
+80.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.5% | -5.6% | -9.9% |
| 7D | -20.5% | -6.8% | -13.7% | -21.7% |
| 30D | -20.4% | +34.7% | -55.1% | -11.4% |
| 3M | -16.4% | +31.5% | -47.9% | -7.5% |
| 6M | +49.2% | +21.8% | +27.5% | +63.7% |
| YTD | +147.2% | +48.9% | +98.3% | +176.3% |
| 1Y | +124.7% | +42.1% | +82.6% | +149.2% |
| All | +124.7% | +44.7% | +80.0% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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