+109.5%
PENG vs RRC
+23.4%
+86.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +6.2% |
| 7D | +4.5% | +1.3% | +3.2% | +5.0% |
| 30D | -7.1% | +10.1% | -17.2% | -4.3% |
| 3M | -27.3% | +4.0% | -31.3% | -25.2% |
| 6M | +169.6% | +1.6% | +168.0% | +173.7% |
| YTD | +164.6% | +19.7% | +144.9% | +165.2% |
| 1Y | +109.5% | +21.4% | +88.1% | +110.8% |
| All | +109.5% | +23.4% | +86.1% | +110.8% |
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