-7.4%
RKLB vs PENG
+120.5%
-127.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.1% | +5.3% | 0.0% |
| 7D | -10.6% | -20.5% | +9.8% | -2.0% |
| 30D | -28.3% | -20.4% | -7.9% | -22.2% |
| 3M | -29.7% | -16.4% | -13.3% | -26.0% |
| 6M | -34.8% | +49.2% | -84.0% | -51.9% |
| YTD | -24.9% | +147.2% | -172.1% | -59.8% |
| 1Y | -7.4% | +124.7% | -132.1% | -47.2% |
| All | -7.4% | +120.5% | -127.9% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling