+95.2%
RDDT vs PENG
+82.5%
+12.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.2% |
| 7D | +3.5% | +13.2% | -9.7% | +0.6% |
| 30D | -33.7% | -29.9% | -3.8% | -28.9% |
| 3M | -37.7% | -22.2% | -15.5% | -35.2% |
| 6M | -36.1% | -1.9% | -34.2% | -41.5% |
| YTD | -57.2% | +142.1% | -199.3% | -72.2% |
| 1Y | -48.0% | +151.5% | -199.5% | -66.8% |
| All | +95.2% | +82.5% | +12.7% | +27.3% |
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