+87.7%
RPRX vs PENG
+50.3%
+37.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | +4.6% | -16.1% | +20.7% | +5.0% |
| 30D | +22.0% | -41.5% | +63.5% | +23.8% |
| 3M | +20.3% | -19.1% | +39.4% | +20.2% |
| 6M | +37.9% | +0.9% | +37.0% | +34.3% |
| YTD | +82.2% | +128.2% | -46.0% | +68.1% |
| 1Y | +83.7% | +98.6% | -14.9% | +70.7% |
| 3Y | +175.4% | +188.2% | -12.7% | +141.3% |
| 5Y | +87.7% | +55.5% | +32.2% | +71.0% |
| All | +87.7% | +50.3% | +37.4% | +71.0% |
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 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