+117.5%
RNG vs PENG
+106.3%
+11.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.4% |
| 7D | -0.8% | +7.8% | -8.6% | -0.6% |
| 30D | +11.4% | -12.2% | +23.6% | +11.1% |
| 3M | +72.1% | -20.6% | +92.7% | +72.0% |
| 6M | +67.9% | +180.9% | -113.0% | +33.1% |
| YTD | +144.3% | +162.3% | -17.9% | +93.9% |
| 1Y | +117.5% | +107.3% | +10.3% | +76.8% |
| All | +117.5% | +106.3% | +11.3% | +76.8% |
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 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