+347.2%
RGEN vs PENG
+644.0%
-296.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.4% |
| 7D | -2.4% | -16.1% | +13.7% | +0.1% |
| 30D | +0.1% | -41.5% | +41.5% | +8.6% |
| 3M | +6.6% | -19.1% | +25.7% | +7.8% |
| 6M | +40.9% | +0.9% | +40.0% | +29.5% |
| YTD | +6.2% | +128.2% | -122.0% | -19.2% |
| 1Y | +19.4% | +98.6% | -79.1% | -6.6% |
| 3Y | +17.9% | +188.2% | -170.3% | -18.5% |
| 5Y | -34.0% | +55.5% | -89.5% | -51.7% |
| All | +347.2% | +644.0% | -296.8% | +136.2% |
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 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