+30.8%
RIO vs PENG
+120.5%
-89.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.1% | +12.7% | +4.5% |
| 7D | -1.6% | -20.5% | +18.9% | +0.5% |
| 30D | -11.6% | -20.4% | +8.8% | -10.1% |
| 3M | -12.7% | -16.4% | +3.7% | -12.2% |
| 6M | -12.4% | +49.2% | -61.6% | -21.8% |
| YTD | +11.0% | +147.2% | -136.2% | -10.3% |
| 1Y | +30.8% | +124.7% | -93.8% | +7.2% |
| All | +30.8% | +120.5% | -89.6% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling