+131.7%
RNG vs PENG
+108.8%
+22.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.4% | -10.3% | -4.6% |
| 7D | +5.8% | +4.5% | +1.2% | +5.2% |
| 30D | +19.6% | -7.1% | +26.7% | +20.2% |
| 3M | +67.0% | -27.3% | +94.3% | +69.4% |
| 6M | +88.4% | +169.6% | -81.2% | +44.6% |
| YTD | +155.5% | +164.6% | -9.1% | +95.8% |
| 1Y | +141.7% | +109.5% | +32.2% | +92.8% |
| All | +131.7% | +108.8% | +22.9% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling