-50.5%
RIG vs PENG
+661.7%
-712.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.3% | -10.6% | -3.5% |
| 7D | -17.0% | -3.8% | -13.2% | -17.2% |
| 30D | -6.2% | -40.1% | +33.9% | +3.8% |
| 3M | -1.7% | -21.8% | +20.1% | +0.2% |
| 6M | -19.2% | +3.3% | -22.5% | -27.4% |
| YTD | +25.2% | +133.6% | -108.5% | -12.4% |
| 1Y | +29.9% | +110.7% | -80.8% | -6.6% |
| 3Y | -21.3% | +204.3% | -225.6% | -52.5% |
| 5Y | +40.5% | +54.4% | -13.9% | -6.6% |
| All | -50.5% | +661.7% | -712.1% | -74.3% |
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