+236.0%
RCL vs PENG
+597.2%
-361.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.4% | -11.0% | -1.7% |
| 7D | +6.5% | -19.4% | +26.0% | +10.5% |
| 30D | +15.9% | -42.4% | +58.3% | +29.6% |
| 3M | +2.7% | -25.6% | +28.3% | +6.0% |
| 6M | +15.2% | +7.3% | +7.9% | +0.6% |
| YTD | +19.2% | +113.9% | -94.6% | -16.1% |
| 1Y | +31.6% | +93.6% | -62.0% | -5.2% |
| 3Y | +274.2% | +170.2% | +104.0% | +125.9% |
| 5Y | +250.1% | +44.2% | +205.9% | +135.1% |
| All | +236.0% | +597.2% | -361.1% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling