+80.3%
RPRX vs PENG
+258.1%
-177.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.3% | -9.5% | +0.4% |
| 7D | +3.6% | +1.9% | +1.8% | +3.4% |
| 30D | +21.2% | -37.8% | +58.9% | +23.2% |
| 3M | +21.6% | -14.1% | +35.7% | +21.4% |
| 6M | +36.7% | +13.1% | +23.6% | +32.1% |
| YTD | +83.7% | +151.8% | -68.1% | +67.2% |
| 1Y | +83.2% | +136.0% | -52.8% | +67.3% |
| 3Y | +177.7% | +217.9% | -40.3% | +139.5% |
| 5Y | +95.8% | +64.1% | +31.7% | +73.1% |
| All | +80.3% | +258.1% | -177.7% | +36.3% |
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 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