+324.4%
RIO vs PENG
+720.8%
-396.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -1.0% |
| 7D | +0.5% | +1.9% | -1.4% | -0.5% |
| 30D | -9.9% | -37.8% | +27.9% | -4.6% |
| 3M | -14.0% | -14.1% | +0.1% | -14.1% |
| 6M | -19.5% | +13.1% | -32.6% | -25.2% |
| YTD | +11.5% | +151.8% | -140.3% | -10.0% |
| 1Y | +26.9% | +136.0% | -109.0% | +3.3% |
| 3Y | +55.1% | +217.9% | -162.8% | +14.1% |
| 5Y | +90.7% | +64.1% | +26.6% | +47.1% |
| All | +324.4% | +720.8% | -396.4% | +164.9% |
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