+453.5%
PENG vs RRC
+115.5%
+338.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -3.7% | -19.4% | -22.3% |
| 7D | -36.7% | -6.9% | -29.8% | -35.7% |
| 30D | -42.0% | +25.4% | -67.4% | -44.4% |
| 3M | -33.2% | +31.9% | -65.1% | -36.7% |
| 6M | +2.1% | +17.2% | -15.1% | -1.6% |
| YTD | +90.3% | +43.4% | +46.9% | +74.9% |
| 1Y | +67.7% | +36.7% | +30.9% | +55.4% |
| 3Y | +154.2% | +38.8% | +115.4% | +132.6% |
| 5Y | +28.3% | +118.3% | -90.0% | +5.1% |
| All | +453.5% | +115.5% | +338.0% | +240.9% |
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