+114.6%
RNG vs PENG
+661.7%
-547.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.3% | -1.0% |
| 7D | -6.2% | -3.8% | -2.4% | -6.5% |
| 30D | -8.0% | -40.1% | +32.1% | +0.8% |
| 3M | +15.7% | -21.8% | +37.5% | +17.9% |
| 6M | +60.3% | +3.3% | +57.0% | +42.0% |
| YTD | +153.8% | +133.6% | +20.1% | +77.3% |
| 1Y | +172.2% | +110.7% | +61.5% | +94.6% |
| 3Y | +174.8% | +204.3% | -29.4% | +64.7% |
| 5Y | -68.6% | +54.4% | -123.0% | -79.0% |
| All | +114.6% | +661.7% | -547.0% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling