-35.6%
RGEN vs PENG
+66.2%
-101.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.3% | -3.9% |
| 7D | -1.2% | +34.6% | -35.8% | -7.4% |
| 30D | -5.1% | -35.9% | +30.9% | +2.3% |
| 3M | +0.5% | -14.7% | +15.2% | +0.4% |
| 6M | +46.6% | +13.5% | +33.1% | +26.2% |
| YTD | +1.6% | +156.1% | -154.5% | -32.7% |
| 1Y | +5.4% | +141.3% | -135.9% | -29.2% |
| 3Y | +12.8% | +223.4% | -210.6% | -37.4% |
| 5Y | -35.6% | +67.4% | -103.0% | -59.9% |
| All | -35.6% | +66.2% | -101.8% | -59.9% |
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 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