+106.6%
RNG vs PENG
+755.0%
-648.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | -0.8% | +7.8% | -8.6% | -2.5% |
| 30D | +11.4% | -12.2% | +23.6% | +13.9% |
| 3M | +72.1% | -20.6% | +92.7% | +71.6% |
| 6M | +67.9% | +180.9% | -113.0% | +16.5% |
| YTD | +144.3% | +162.3% | -17.9% | +71.3% |
| 1Y | +117.5% | +107.3% | +10.3% | +60.6% |
| 3Y | +123.9% | +110.8% | +13.1% | +47.0% |
| 5Y | -70.1% | +117.8% | -187.9% | -80.8% |
| All | +106.6% | +755.0% | -648.4% | -7.5% |
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