+318.2%
RIO vs PENG
+597.2%
-278.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.4% | -11.7% | -1.1% |
| 7D | +2.2% | -19.4% | +21.7% | +4.6% |
| 30D | -10.1% | -42.4% | +32.3% | -3.7% |
| 3M | -14.1% | -25.6% | +11.5% | -12.3% |
| 6M | -18.9% | +7.3% | -26.2% | -24.2% |
| YTD | +9.9% | +113.9% | -103.9% | -9.0% |
| 1Y | +27.0% | +93.6% | -66.6% | +6.6% |
| 3Y | +50.1% | +170.2% | -120.1% | +13.1% |
| 5Y | +95.3% | +44.2% | +51.1% | +53.6% |
| All | +318.2% | +597.2% | -278.9% | +167.7% |
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 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