+153.2%
RBRK vs PENG
+194.1%
-40.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.8% | +0.2% |
| 7D | +0.7% | +4.5% | -3.9% | -0.4% |
| 30D | +10.4% | -7.1% | +17.6% | +12.0% |
| 3M | +21.6% | -27.3% | +48.9% | +26.7% |
| 6M | +70.7% | +169.6% | -98.9% | +16.3% |
| YTD | +22.5% | +164.6% | -142.1% | -17.2% |
| 1Y | +8.2% | +109.5% | -101.2% | -22.7% |
| All | +153.2% | +194.1% | -40.9% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling