-43.4%
RGEN vs PENG
+115.2%
-158.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -2.6% |
| 7D | -4.9% | +4.5% | -9.5% | -5.9% |
| 30D | +5.7% | -7.1% | +12.8% | +6.8% |
| 3M | +32.4% | -27.3% | +59.7% | +35.6% |
| 6M | +33.2% | +169.6% | -136.4% | -9.3% |
| YTD | +2.3% | +164.6% | -162.3% | -30.5% |
| 1Y | +39.0% | +109.5% | -70.5% | -0.2% |
| 3Y | -4.6% | +98.9% | -103.6% | -38.7% |
| All | -43.4% | +115.2% | -158.6% | -65.4% |
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