+640.4%
RL vs PENG
+705.8%
-65.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.1% | +13.6% | +6.0% |
| 7D | +5.8% | -20.5% | +26.3% | +9.5% |
| 30D | +12.7% | -20.4% | +33.1% | +15.6% |
| 3M | +9.3% | -16.4% | +25.8% | +10.2% |
| 6M | +16.9% | +49.2% | -32.3% | +0.2% |
| YTD | +17.5% | +147.2% | -129.7% | -10.3% |
| 1Y | +34.6% | +124.7% | -90.0% | +4.5% |
| 3Y | +273.2% | +230.3% | +43.0% | +154.9% |
| 5Y | +265.2% | +71.4% | +193.9% | +166.0% |
| All | +640.4% | +705.8% | -65.4% | +349.0% |
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