-18.0%
RKT vs PENG
+165.2%
-183.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -23.0% | +21.8% | +2.7% |
| 7D | +24.3% | -36.7% | +61.0% | +32.8% |
| 30D | +27.9% | -42.0% | +69.9% | +37.3% |
| 3M | +6.9% | -33.2% | +40.1% | +10.6% |
| 6M | +5.2% | +2.1% | +3.1% | -6.0% |
| YTD | -23.5% | +90.3% | -113.7% | -41.6% |
| 1Y | -9.1% | +67.7% | -76.7% | -28.8% |
| 3Y | +81.5% | +154.2% | -72.8% | +19.6% |
| 5Y | -2.0% | +28.3% | -30.3% | -31.5% |
| All | -18.0% | +165.2% | -183.2% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling