+116.1%
RNG vs PENG
+762.7%
-646.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.4% | -10.3% | -5.3% |
| 7D | +5.8% | +4.5% | +1.2% | +4.6% |
| 30D | +19.6% | -7.1% | +26.7% | +20.8% |
| 3M | +67.0% | -27.3% | +94.3% | +69.6% |
| 6M | +88.4% | +169.6% | -81.2% | +32.1% |
| YTD | +155.5% | +164.6% | -9.1% | +78.8% |
| 1Y | +141.7% | +109.5% | +32.2% | +78.0% |
| 3Y | +131.1% | +98.9% | +32.2% | +54.4% |
| 5Y | -70.6% | +116.3% | -186.8% | -81.1% |
| All | +116.1% | +762.7% | -646.6% | -3.5% |
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