-44.8%
RIG vs PENG
+755.0%
-799.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.7% | +7.8% | -10.5% | -4.6% |
| 30D | +9.5% | -12.2% | +21.7% | +12.2% |
| 3M | -6.6% | -20.6% | +14.0% | -5.4% |
| 6M | -2.9% | +180.9% | -183.8% | -32.7% |
| YTD | +39.5% | +162.3% | -122.8% | -1.9% |
| 1Y | +82.3% | +107.3% | -25.0% | +35.7% |
| 3Y | -29.6% | +110.8% | -140.3% | -53.6% |
| 5Y | +63.2% | +117.8% | -54.7% | +1.3% |
| All | -44.8% | +755.0% | -799.8% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling