+330.6%
RKLB vs PENG
+56.5%
+274.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | -1.7% |
| 7D | +15.9% | +13.2% | +2.7% | +10.2% |
| 30D | +4.0% | -29.9% | +33.9% | +18.6% |
| 3M | -23.2% | -22.2% | -1.0% | -17.3% |
| 6M | -50.4% | -1.9% | -48.6% | -54.0% |
| YTD | -11.8% | +142.1% | -153.9% | -43.4% |
| 1Y | +36.0% | +151.5% | -115.5% | -14.0% |
| 3Y | +1,321.0% | +206.9% | +1,114.1% | +637.6% |
| All | +330.6% | +56.5% | +274.0% | +159.3% |
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