+230.0%
RL vs PENG
+31.0%
+199.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -23.0% | +15.7% | -3.3% |
| 7D | -4.7% | -36.7% | +32.0% | +2.5% |
| 30D | +3.6% | -42.0% | +45.6% | +12.0% |
| 3M | +0.5% | -33.2% | +33.8% | +4.9% |
| 6M | +6.6% | +2.1% | +4.5% | -4.7% |
| YTD | +8.8% | +90.3% | -81.4% | -17.9% |
| 1Y | +21.8% | +67.7% | -45.9% | -5.6% |
| 3Y | +245.8% | +154.2% | +91.6% | +122.7% |
| 5Y | +230.0% | +28.3% | +201.7% | +126.6% |
| All | +230.0% | +31.0% | +199.0% | +126.6% |
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