-68.1%
RGTI vs PENG
+120.5%
-188.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.1% | +10.2% | +5.4% |
| 7D | -9.6% | -20.5% | +10.9% | -0.1% |
| 30D | -26.0% | -20.4% | -5.6% | -20.2% |
| 3M | -35.8% | -16.4% | -19.4% | -33.3% |
| 6M | -36.7% | +49.2% | -85.9% | -57.5% |
| YTD | -49.4% | +147.2% | -196.6% | -77.2% |
| 1Y | -68.1% | +124.7% | -192.8% | -84.7% |
| All | -68.1% | +120.5% | -188.6% | -84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling