+43.6%
PENG vs RRC
+110.6%
-67.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.9% | +15.3% | +13.1% |
| 7D | -19.4% | -10.8% | -8.6% | -17.0% |
| 30D | -42.4% | +22.3% | -64.7% | -45.2% |
| 3M | -25.6% | +26.6% | -52.3% | -30.1% |
| 6M | +7.3% | +18.9% | -11.7% | +1.9% |
| YTD | +113.9% | +39.2% | +74.7% | +91.3% |
| 1Y | +93.6% | +34.0% | +59.6% | +74.7% |
| 3Y | +170.2% | +42.0% | +128.2% | +135.9% |
| All | +43.6% | +110.6% | -67.0% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling