+79.1%
RPRX vs PENG
+244.3%
-165.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.1% |
| 7D | +3.3% | +13.2% | -9.9% | +2.8% |
| 30D | +17.9% | -29.9% | +47.8% | +19.2% |
| 3M | +19.2% | -22.2% | +41.5% | +19.6% |
| 6M | +31.7% | -1.9% | +33.6% | +28.4% |
| YTD | +82.5% | +142.1% | -59.7% | +66.4% |
| 1Y | +78.4% | +151.5% | -73.1% | +62.2% |
| 3Y | +177.0% | +206.9% | -30.0% | +139.2% |
| 5Y | +86.5% | +58.2% | +28.2% | +65.1% |
| All | +79.1% | +244.3% | -165.2% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling