+170.9%
RPRX vs PENG
+191.6%
-20.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.3% | -7.1% | +2.1% |
| 7D | +3.4% | -3.8% | +7.2% | +3.4% |
| 30D | +20.8% | -40.1% | +60.9% | +21.2% |
| 3M | +21.6% | -21.8% | +43.4% | +21.4% |
| 6M | +36.5% | +3.3% | +33.2% | +33.9% |
| YTD | +80.4% | +133.6% | -53.2% | +71.3% |
| 1Y | +81.8% | +110.7% | -28.9% | +73.0% |
| 3Y | +170.9% | +204.3% | -33.4% | +137.0% |
| All | +170.9% | +191.6% | -20.8% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling