+224.7%
PENG vs RRC
+58.8%
+165.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +34.6% | +2.5% | +32.1% | +33.8% |
| 30D | -35.9% | +21.1% | -57.1% | -38.1% |
| 3M | -14.7% | +28.4% | -43.1% | -18.7% |
| 6M | +13.5% | +26.5% | -12.9% | +8.3% |
| YTD | +156.1% | +47.0% | +109.1% | +126.8% |
| 1Y | +141.3% | +35.2% | +106.1% | +120.4% |
| All | +224.7% | +58.8% | +165.9% | +174.0% |
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