-43.5%
RDDT vs PENG
+106.9%
-150.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -7.4% | +7.3% | -14.7% | -8.1% |
| 30D | -7.7% | -7.5% | -0.3% | -6.8% |
| 3M | -17.8% | -17.2% | -0.5% | -17.6% |
| 6M | +5.5% | +176.7% | -171.3% | -23.7% |
| YTD | -36.3% | +161.0% | -197.3% | -53.6% |
| All | -43.5% | +106.9% | -150.4% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling