+94.7%
RIO vs PENG
+101.4%
-6.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.2% |
| 7D | 0.0% | +4.5% | -4.6% | -0.5% |
| 30D | +4.0% | -7.1% | +11.1% | +4.5% |
| 3M | +0.1% | -27.3% | +27.4% | +1.8% |
| 6M | +12.7% | +169.6% | -156.9% | -2.0% |
| YTD | +35.6% | +164.6% | -129.1% | +17.8% |
| 1Y | +73.7% | +109.5% | -35.8% | +53.7% |
| All | +94.7% | +101.4% | -6.7% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling