-63.5%
RGTI vs PENG
+136.5%
-200.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.7% | -7.8% |
| 7D | +4.9% | +34.6% | -29.7% | -9.3% |
| 30D | -19.2% | -35.9% | +16.8% | -3.4% |
| 3M | -43.9% | -14.7% | -29.2% | -43.1% |
| 6M | -45.8% | +13.5% | -59.4% | -56.7% |
| YTD | -53.4% | +156.1% | -209.5% | -79.3% |
| 1Y | -63.5% | +141.3% | -204.8% | -83.1% |
| All | -63.5% | +136.5% | -200.0% | -83.1% |
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