+64.8%
RPRX vs PENG
+276.3%
-211.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.2% |
| 7D | +5.1% | +4.5% | +0.6% | +4.9% |
| 30D | +11.2% | -7.1% | +18.3% | +11.5% |
| 3M | +16.7% | -27.3% | +44.0% | +17.5% |
| 6M | +36.0% | +169.6% | -133.6% | +24.7% |
| YTD | +67.8% | +164.6% | -96.8% | +53.7% |
| 1Y | +76.7% | +109.5% | -32.8% | +63.9% |
| 3Y | +128.1% | +98.9% | +29.2% | +104.8% |
| 5Y | +82.9% | +116.3% | -33.4% | +58.8% |
| All | +64.8% | +276.3% | -211.5% | +25.3% |
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