+190.3%
RDDT vs PENG
+96.8%
+93.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -7.4% | +7.3% | -14.7% | -8.9% |
| 30D | -7.7% | -7.5% | -0.3% | -6.2% |
| 3M | -17.8% | -17.2% | -0.5% | -17.4% |
| 6M | +5.5% | +176.7% | -171.3% | -32.2% |
| YTD | -36.3% | +161.0% | -197.3% | -58.6% |
| 1Y | -39.0% | +108.8% | -147.9% | -57.8% |
| All | +190.3% | +96.8% | +93.6% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling