+632.3%
PENG vs RRC
+122.6%
+509.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +9.0% | +10.1% |
| 7D | +1.9% | -0.5% | +2.3% | +2.1% |
| 30D | -37.8% | +25.2% | -63.0% | -40.4% |
| 3M | -14.1% | +27.8% | -41.9% | -18.1% |
| 6M | +13.1% | +27.2% | -14.1% | +7.3% |
| YTD | +151.8% | +48.2% | +103.6% | +129.9% |
| 1Y | +136.0% | +34.7% | +101.3% | +119.4% |
| 3Y | +217.9% | +62.2% | +155.7% | +182.8% |
| 5Y | +64.1% | +130.9% | -66.8% | +32.9% |
| All | +632.3% | +122.6% | +509.7% | +347.9% |
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