+53.5%
RGTI vs PENG
+92.6%
-39.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -2.7% |
| 7D | -2.5% | +4.5% | -7.0% | -4.5% |
| 30D | -9.4% | -7.1% | -2.3% | -6.5% |
| 3M | -37.1% | -27.3% | -9.8% | -30.1% |
| 6M | -14.4% | +169.6% | -184.0% | -46.9% |
| YTD | -31.4% | +164.6% | -196.0% | -57.3% |
| 1Y | +0.5% | +109.5% | -108.9% | -31.6% |
| 3Y | +726.1% | +98.9% | +627.2% | +427.2% |
| 5Y | +56.2% | +116.3% | -60.0% | -7.9% |
| All | +53.5% | +92.6% | -39.0% | -9.5% |
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 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