-0.8%
RKT vs PENG
+50.3%
-51.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.5% |
| 7D | +4.6% | -16.1% | +20.7% | +6.8% |
| 30D | +25.9% | -41.5% | +67.3% | +35.8% |
| 3M | +5.0% | -19.1% | +24.1% | +4.9% |
| 6M | -7.9% | +0.9% | -8.8% | -17.2% |
| YTD | -25.4% | +128.2% | -153.6% | -45.8% |
| 1Y | -15.4% | +98.6% | -114.0% | -36.7% |
| 3Y | +83.3% | +188.2% | -104.9% | +14.4% |
| 5Y | -0.8% | +55.5% | -56.3% | -35.7% |
| All | -0.8% | +50.3% | -51.1% | -35.7% |
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