+322.3%
RIO vs PENG
+644.0%
-321.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.8% |
| 7D | +3.6% | -16.1% | +19.7% | +5.5% |
| 30D | -10.8% | -41.5% | +30.7% | -4.7% |
| 3M | -15.2% | -19.1% | +3.9% | -14.5% |
| 6M | -18.0% | +0.9% | -18.9% | -22.5% |
| YTD | +11.0% | +128.2% | -117.2% | -9.0% |
| 1Y | +26.4% | +98.6% | -72.2% | +5.7% |
| 3Y | +54.4% | +188.2% | -133.8% | +15.2% |
| 5Y | +98.1% | +55.5% | +42.6% | +54.0% |
| All | +322.3% | +644.0% | -321.7% | +167.6% |
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