+579.6%
PENG vs RRC
+109.7%
+469.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.3% | +9.0% | +9.2% |
| 7D | -3.8% | -10.3% | +6.5% | -1.7% |
| 30D | -40.1% | +19.5% | -59.6% | -42.1% |
| 3M | -21.8% | +27.9% | -49.7% | -25.5% |
| 6M | +3.3% | +21.2% | -17.8% | -1.1% |
| YTD | +133.6% | +39.6% | +94.1% | +115.7% |
| 1Y | +110.7% | +31.3% | +79.4% | +96.6% |
| 3Y | +204.3% | +51.9% | +152.3% | +174.0% |
| 5Y | +54.4% | +110.2% | -55.8% | +27.2% |
| All | +579.6% | +109.7% | +469.9% | +320.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling