+529.3%
RL vs PENG
+762.7%
-233.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.4% | -4.4% | +0.9% |
| 7D | -0.8% | +4.5% | -5.3% | -1.6% |
| 30D | -7.8% | -7.1% | -0.7% | -6.9% |
| 3M | -4.0% | -27.3% | +23.3% | -1.8% |
| 6M | -1.9% | +169.6% | -171.5% | -24.3% |
| YTD | -0.2% | +164.6% | -164.8% | -23.1% |
| 1Y | +10.7% | +109.5% | -98.8% | -11.5% |
| 3Y | +210.8% | +98.9% | +111.8% | +132.0% |
| 5Y | +238.2% | +116.3% | +122.0% | +140.5% |
| All | +529.3% | +762.7% | -233.4% | +284.8% |
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 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