-50.9%
RDDT vs PENG
+136.5%
-187.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -6.0% |
| 7D | +6.1% | +34.6% | -28.5% | +1.5% |
| 30D | -35.9% | -35.9% | 0.0% | -33.2% |
| 3M | -35.1% | -14.7% | -20.4% | -34.0% |
| 6M | -34.7% | +13.5% | -48.2% | -38.8% |
| YTD | -56.7% | +156.1% | -212.8% | -69.3% |
| 1Y | -50.9% | +141.3% | -192.2% | -64.2% |
| All | -50.9% | +136.5% | -187.5% | -64.2% |
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 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