+185.3%
RNG vs PENG
+120.5%
+64.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.1% | +8.9% | -0.4% |
| 7D | -9.6% | -20.5% | +10.9% | -10.1% |
| 30D | -1.4% | -20.4% | +19.0% | -1.7% |
| 3M | +28.8% | -16.4% | +45.2% | +29.1% |
| 6M | +65.6% | +49.2% | +16.4% | +50.4% |
| YTD | +171.4% | +147.2% | +24.2% | +124.1% |
| 1Y | +185.3% | +124.7% | +60.6% | +137.7% |
| All | +185.3% | +120.5% | +64.8% | +137.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling