-49.8%
RIG vs PENG
+597.2%
-647.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.4% | -9.6% | -0.2% |
| 7D | -24.5% | -19.4% | -5.0% | -21.2% |
| 30D | -2.8% | -42.4% | +39.6% | +8.6% |
| 3M | +1.6% | -25.6% | +27.2% | +4.9% |
| 6M | -15.9% | +7.3% | -23.2% | -25.3% |
| YTD | +26.9% | +113.9% | -87.0% | -9.2% |
| 1Y | +34.4% | +93.6% | -59.2% | -1.4% |
| 3Y | -21.2% | +170.2% | -191.4% | -51.0% |
| 5Y | +46.4% | +44.2% | +2.2% | -1.1% |
| All | -49.8% | +597.2% | -647.0% | -73.4% |
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