-16.7%
RKT vs PENG
+198.0%
-214.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.4% | -10.8% | -0.5% |
| 7D | +17.7% | -19.4% | +37.1% | +20.7% |
| 30D | +31.6% | -42.4% | +74.0% | +42.1% |
| 3M | +13.9% | -25.6% | +39.6% | +15.7% |
| 6M | +2.8% | +7.3% | -4.5% | -8.6% |
| YTD | -22.2% | +113.9% | -136.1% | -41.9% |
| 1Y | -3.5% | +93.6% | -97.1% | -26.5% |
| 3Y | +95.3% | +170.2% | -75.0% | +28.0% |
| 5Y | -0.4% | +44.2% | -44.6% | -31.9% |
| All | -16.7% | +198.0% | -214.7% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling