+74.1%
RPRX vs PENG
+170.6%
-96.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.0% | +23.0% | +1.0% |
| 7D | +2.5% | -36.7% | +39.2% | +4.2% |
| 30D | +19.7% | -42.0% | +61.8% | +21.9% |
| 3M | +17.5% | -33.2% | +50.7% | +18.4% |
| 6M | +35.1% | +2.1% | +33.0% | +30.5% |
| YTD | +77.3% | +90.3% | -13.0% | +63.3% |
| 1Y | +70.4% | +67.7% | +2.8% | +58.2% |
| 3Y | +161.0% | +154.2% | +6.8% | +126.6% |
| 5Y | +92.2% | +28.3% | +63.9% | +71.3% |
| All | +74.1% | +170.6% | -96.5% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling