+77.6%
RPRX vs PENG
+136.5%
-59.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.5% |
| 7D | +2.1% | +34.6% | -32.5% | +2.6% |
| 30D | +21.9% | -35.9% | +57.9% | +21.3% |
| 3M | +16.9% | -14.7% | +31.6% | +16.5% |
| 6M | +34.5% | +13.5% | +21.0% | +30.8% |
| YTD | +80.9% | +156.1% | -75.2% | +67.8% |
| 1Y | +77.6% | +141.3% | -63.7% | +64.9% |
| All | +77.6% | +136.5% | -59.0% | +64.9% |
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