+156.9%
RNG vs PENG
+184.4%
-27.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.4% | -15.3% | -4.1% |
| 7D | -11.3% | -19.4% | +8.1% | -9.7% |
| 30D | -5.7% | -42.4% | +36.7% | -1.2% |
| 3M | +16.8% | -25.6% | +42.4% | +18.8% |
| 6M | +58.5% | +7.3% | +51.2% | +41.6% |
| YTD | +151.3% | +113.9% | +37.5% | +88.7% |
| 1Y | +169.0% | +93.6% | +75.4% | +105.9% |
| 3Y | +156.9% | +170.2% | -13.3% | +18.9% |
| All | +156.9% | +184.4% | -27.4% | +18.9% |
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