+84.4%
RPRX vs PENG
+115.2%
-30.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.1% |
| 7D | +5.1% | +4.5% | +0.6% | +4.9% |
| 30D | +11.2% | -7.1% | +18.3% | +11.4% |
| 3M | +16.7% | -27.3% | +44.0% | +17.4% |
| 6M | +36.0% | +169.6% | -133.6% | +25.8% |
| YTD | +67.8% | +164.6% | -96.8% | +55.0% |
| 1Y | +76.7% | +109.5% | -32.8% | +65.1% |
| 3Y | +128.1% | +98.9% | +29.2% | +106.9% |
| All | +84.4% | +115.2% | -30.8% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling