+343.2%
RKLB vs PENG
+115.2%
+228.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -1.8% |
| 7D | -0.2% | +4.5% | -4.7% | -2.0% |
| 30D | -14.1% | -7.1% | -7.0% | -11.9% |
| 3M | -46.4% | -27.3% | -19.2% | -41.9% |
| 6M | -10.6% | +169.6% | -180.2% | -42.5% |
| YTD | -7.9% | +164.6% | -172.5% | -41.0% |
| 1Y | +49.5% | +109.5% | -60.0% | +2.9% |
| 3Y | +913.6% | +98.9% | +814.6% | +519.9% |
| All | +343.2% | +115.2% | +228.0% | +169.1% |
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