+248.9%
RL vs PENG
+50.3%
+198.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | +1.3% | -16.1% | +17.4% | +3.8% |
| 30D | +7.6% | -41.5% | +49.1% | +16.5% |
| 3M | -1.5% | -19.1% | +17.6% | -0.7% |
| 6M | +12.1% | +0.9% | +11.1% | +1.7% |
| YTD | +13.9% | +128.2% | -114.3% | -16.8% |
| 1Y | +20.7% | +98.6% | -77.9% | -9.2% |
| 3Y | +260.6% | +188.2% | +72.4% | +128.3% |
| 5Y | +248.9% | +55.5% | +193.3% | +131.2% |
| All | +248.9% | +50.3% | +198.6% | +131.2% |
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