+28.3%
PENG vs RRC
+129.3%
-101.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -3.7% | -19.4% | -22.1% |
| 7D | -36.7% | -6.9% | -29.8% | -35.4% |
| 30D | -42.0% | +25.4% | -67.4% | -45.1% |
| 3M | -33.2% | +31.9% | -65.1% | -37.8% |
| 6M | +2.1% | +17.2% | -15.1% | -2.5% |
| YTD | +90.3% | +43.4% | +46.9% | +69.1% |
| 1Y | +67.7% | +36.7% | +30.9% | +50.8% |
| 3Y | +154.2% | +38.8% | +115.4% | +123.4% |
| 5Y | +28.3% | +118.3% | -90.0% | -6.0% |
| All | +28.3% | +129.3% | -101.0% | -6.0% |
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 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