-3.5%
RKT vs PENG
+88.9%
-92.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.4% | -10.8% | +0.9% |
| 7D | +17.7% | -19.4% | +37.1% | +18.6% |
| 30D | +31.6% | -42.4% | +74.0% | +36.3% |
| 3M | +13.9% | -25.6% | +39.6% | +13.8% |
| 6M | +2.8% | +7.3% | -4.5% | -11.7% |
| YTD | -22.2% | +113.9% | -136.1% | -45.5% |
| 1Y | -3.5% | +93.6% | -97.1% | -30.4% |
| All | -3.5% | +88.9% | -92.5% | -30.4% |
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