-19.1%
RKT vs PENG
+120.3%
-139.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -0.7% |
| 7D | -3.8% | +1.9% | -5.7% | -4.2% |
| 30D | +32.8% | -37.8% | +70.6% | +37.8% |
| 3M | +0.8% | -14.1% | +14.9% | 0.0% |
| 6M | -2.6% | +13.1% | -15.7% | -15.4% |
| YTD | -25.4% | +151.8% | -177.2% | -50.1% |
| 1Y | -19.1% | +136.0% | -155.1% | -44.4% |
| All | -19.1% | +120.3% | -139.4% | -44.4% |
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