+169.0%
RRX vs PENG
+720.8%
-551.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.8% | -1.1% |
| 7D | +5.4% | +1.9% | +3.5% | +4.2% |
| 30D | +12.0% | -37.8% | +49.8% | +24.1% |
| 3M | +6.1% | -14.1% | +20.2% | +7.6% |
| 6M | -13.2% | +13.1% | -26.3% | -20.2% |
| YTD | +31.0% | +151.8% | -120.8% | -2.0% |
| 1Y | +38.8% | +136.0% | -97.2% | +5.1% |
| 3Y | +70.3% | +217.9% | -147.7% | +14.6% |
| 5Y | +15.5% | +64.1% | -48.6% | -16.1% |
| All | +169.0% | +720.8% | -551.9% | +56.0% |
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 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