-6.4%
RGTI vs PENG
+97.0%
-103.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +1.9% |
| 7D | -0.1% | 0.0% | -0.1% | -0.4% |
| 30D | -16.2% | -15.2% | -1.0% | -9.0% |
| 3M | -22.0% | -16.9% | -5.1% | -19.4% |
| 6M | -10.8% | +161.5% | -172.3% | -54.7% |
| YTD | -31.6% | +148.6% | -180.1% | -65.1% |
| 1Y | -6.4% | +89.6% | -96.0% | -45.5% |
| All | -6.4% | +97.0% | -103.4% | -45.5% |
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