+170.2%
PENG vs RRC
+36.3%
+134.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.9% | +15.3% | +13.0% |
| 7D | -19.4% | -10.8% | -8.6% | -17.4% |
| 30D | -42.4% | +22.3% | -64.7% | -44.4% |
| 3M | -25.6% | +26.6% | -52.3% | -29.0% |
| 6M | +7.3% | +18.9% | -11.7% | +3.7% |
| YTD | +113.9% | +39.2% | +74.7% | +91.8% |
| 1Y | +93.6% | +34.0% | +59.6% | +75.4% |
| 3Y | +170.2% | +42.0% | +128.2% | +132.4% |
| All | +170.2% | +36.3% | +134.0% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling