+62.3%
PENG vs RRC
+134.0%
-71.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.6% |
| 7D | +13.2% | +6.4% | +6.8% | +11.5% |
| 30D | -29.9% | +23.9% | -53.8% | -33.5% |
| 3M | -22.2% | +30.2% | -52.4% | -27.3% |
| 6M | -1.9% | +26.3% | -28.1% | -8.1% |
| YTD | +142.1% | +48.1% | +94.0% | +113.5% |
| 1Y | +151.5% | +37.7% | +113.8% | +126.3% |
| 3Y | +206.9% | +60.3% | +146.6% | +160.1% |
| All | +62.3% | +134.0% | -71.7% | +18.4% |
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 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