+343.8%
RGEN vs PENG
+720.8%
-377.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.1% | -2.6% |
| 7D | -3.1% | +1.9% | -5.0% | -4.1% |
| 30D | +0.1% | -37.8% | +37.8% | +7.3% |
| 3M | +4.8% | -14.1% | +18.9% | +4.7% |
| 6M | +48.9% | +13.1% | +35.8% | +33.8% |
| YTD | +5.3% | +151.8% | -146.4% | -21.3% |
| 1Y | +12.5% | +136.0% | -123.5% | -14.9% |
| 3Y | +17.0% | +217.9% | -201.0% | -20.6% |
| 5Y | -35.4% | +64.1% | -99.4% | -53.3% |
| All | +343.8% | +720.8% | -377.1% | +129.9% |
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