+81.7%
RPRX vs PENG
+99.6%
-17.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.0% |
| 7D | +4.6% | -16.1% | +20.7% | +4.3% |
| 30D | +22.0% | -41.5% | +63.5% | +21.2% |
| 3M | +20.3% | -19.1% | +39.4% | +19.6% |
| 6M | +37.9% | +0.9% | +37.0% | +33.9% |
| YTD | +82.2% | +128.2% | -46.0% | +68.9% |
| All | +81.7% | +99.6% | -17.9% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling