+166.1%
RRX vs PENG
+661.7%
-495.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +9.3% | -2.3% | +4.6% |
| 7D | +12.3% | -3.8% | +16.1% | +12.9% |
| 30D | +9.5% | -40.1% | +49.6% | +22.7% |
| 3M | +1.8% | -21.8% | +23.6% | +5.7% |
| 6M | -15.3% | +3.3% | -18.7% | -20.3% |
| YTD | +29.6% | +133.6% | -104.1% | -1.1% |
| 1Y | +34.1% | +110.7% | -76.6% | +4.4% |
| 3Y | +74.0% | +204.3% | -130.2% | +18.7% |
| 5Y | +14.7% | +54.4% | -39.7% | -15.3% |
| All | +166.1% | +661.7% | -495.5% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling