+669.7%
PENG vs RRC
+79.9%
+589.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +6.6% |
| 7D | +4.5% | +1.3% | +3.2% | +4.3% |
| 30D | -7.1% | +10.1% | -17.2% | -8.9% |
| 3M | -27.3% | +4.0% | -31.3% | -28.1% |
| 6M | +169.6% | +1.6% | +168.0% | +166.0% |
| YTD | +164.6% | +19.7% | +144.9% | +151.9% |
| 1Y | +109.5% | +21.4% | +88.1% | +98.2% |
| 3Y | +98.9% | +29.7% | +69.3% | +84.2% |
| 5Y | +116.3% | +153.9% | -37.6% | +73.0% |
| All | +669.7% | +79.9% | +589.8% | +390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling