+55.2%
RIG vs PENG
+115.2%
-60.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.4% | -9.3% | -4.1% |
| 7D | +0.9% | +4.5% | -3.7% | -0.1% |
| 30D | +13.8% | -7.1% | +20.9% | +14.8% |
| 3M | -6.4% | -27.3% | +20.9% | -3.7% |
| 6M | -8.2% | +169.6% | -177.7% | -32.7% |
| YTD | +41.6% | +164.6% | -123.0% | +3.8% |
| 1Y | +88.7% | +109.5% | -20.8% | +45.5% |
| 3Y | -30.9% | +98.9% | -129.8% | -50.7% |
| All | +55.2% | +115.2% | -60.0% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling