+346.0%
RGEN vs PENG
+597.2%
-251.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.4% | -9.4% | +0.7% |
| 7D | -1.9% | -19.4% | +17.5% | +1.2% |
| 30D | +3.7% | -42.4% | +46.1% | +13.0% |
| 3M | +8.8% | -25.6% | +34.5% | +11.8% |
| 6M | +38.0% | +7.3% | +30.7% | +24.5% |
| YTD | +5.9% | +113.9% | -108.0% | -18.4% |
| 1Y | +19.7% | +93.6% | -73.9% | -6.1% |
| 3Y | +20.5% | +170.2% | -149.7% | -15.7% |
| 5Y | -35.0% | +44.2% | -79.2% | -51.8% |
| All | +346.0% | +597.2% | -251.2% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling