+112.5%
RNG vs PENG
+597.2%
-484.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.4% | -15.3% | -5.5% |
| 7D | -11.3% | -19.4% | +8.1% | -8.2% |
| 30D | -5.7% | -42.4% | +36.7% | +4.2% |
| 3M | +16.8% | -25.6% | +42.4% | +20.4% |
| 6M | +58.5% | +7.3% | +51.2% | +38.1% |
| YTD | +151.3% | +113.9% | +37.5% | +79.0% |
| 1Y | +169.0% | +93.6% | +75.4% | +95.9% |
| 3Y | +156.9% | +170.2% | -13.3% | +58.4% |
| 5Y | -69.0% | +44.2% | -113.2% | -78.9% |
| All | +112.5% | +597.2% | -484.6% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling