-6.3%
RKT vs PENG
+115.2%
-121.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.6% | -2.5% |
| 7D | +2.1% | +4.5% | -2.4% | +1.1% |
| 30D | +1.4% | -7.1% | +8.5% | +2.6% |
| 3M | +6.3% | -27.3% | +33.5% | +9.5% |
| 6M | -15.5% | +169.6% | -185.0% | -37.7% |
| YTD | -27.4% | +164.6% | -192.0% | -46.6% |
| 1Y | -26.6% | +109.5% | -136.0% | -43.6% |
| 3Y | +41.2% | +98.9% | -57.7% | -0.5% |
| All | -6.3% | +115.2% | -121.5% | -39.8% |
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