+170.5%
RNG vs PENG
+108.0%
+62.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.3% | +1.1% |
| 7D | -6.2% | -3.8% | -2.4% | -6.1% |
| 30D | -8.0% | -40.1% | +32.1% | -9.5% |
| 3M | +15.7% | -21.8% | +37.5% | +16.0% |
| 6M | +60.3% | +3.3% | +57.0% | +54.3% |
| YTD | +153.8% | +133.6% | +20.1% | +109.5% |
| All | +170.5% | +108.0% | +62.4% | +126.6% |
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