+77.7%
RPRX vs PENG
+264.2%
-186.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | +2.1% | +34.6% | -32.5% | +0.8% |
| 30D | +21.9% | -35.9% | +57.9% | +23.8% |
| 3M | +16.9% | -14.7% | +31.6% | +16.8% |
| 6M | +34.5% | +13.5% | +21.0% | +30.0% |
| YTD | +80.9% | +156.1% | -75.2% | +64.6% |
| 1Y | +77.6% | +141.3% | -63.7% | +62.0% |
| 3Y | +173.5% | +223.4% | -49.9% | +135.8% |
| 5Y | +84.9% | +67.4% | +17.5% | +63.3% |
| All | +77.7% | +264.2% | -186.6% | +34.2% |
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