+140.3%
RBRK vs PENG
+176.2%
-36.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +1.2% |
| 7D | -3.5% | 0.0% | -3.5% | -3.6% |
| 30D | -8.3% | -15.2% | +6.9% | -4.9% |
| 3M | +24.7% | -16.9% | +41.6% | +25.3% |
| 6M | +58.9% | +161.5% | -102.6% | +8.8% |
| YTD | +16.3% | +148.6% | -132.3% | -20.3% |
| 1Y | +10.1% | +89.6% | -79.5% | -18.7% |
| All | +140.3% | +176.2% | -36.0% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 3y: compounded portfolio wealth divided by compounded PENG 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…
3y analysis · Full analysis span regression · 6 months rolling