+90.0%
RIO vs PENG
+42.1%
+47.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.4% | -11.7% | -0.9% |
| 7D | +2.2% | -19.4% | +21.7% | +4.3% |
| 30D | -10.1% | -42.4% | +32.3% | -4.5% |
| 3M | -14.1% | -25.6% | +11.5% | -12.5% |
| 6M | -18.9% | +7.3% | -26.2% | -23.9% |
| YTD | +9.9% | +113.9% | -103.9% | -7.9% |
| 1Y | +27.0% | +93.6% | -66.6% | +7.7% |
| 3Y | +50.1% | +170.2% | -120.1% | +14.5% |
| All | +90.0% | +42.1% | +47.9% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling