+21.3%
RGEN vs PENG
+120.5%
-99.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.1% | +9.1% | +0.4% |
| 7D | -3.5% | -20.5% | +17.0% | -2.7% |
| 30D | -6.0% | -20.4% | +14.4% | -5.4% |
| 3M | +19.0% | -16.4% | +35.4% | +19.1% |
| 6M | +50.7% | +49.2% | +1.5% | +26.5% |
| YTD | +8.8% | +147.2% | -138.4% | -20.0% |
| 1Y | +21.3% | +124.7% | -103.4% | -9.7% |
| All | +21.3% | +120.5% | -99.2% | -9.7% |
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 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