+9.2%
RRX vs PENG
+56.5%
-47.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -0.7% |
| 7D | +4.3% | +13.2% | -8.9% | +0.5% |
| 30D | +12.3% | -29.9% | +42.3% | +22.5% |
| 3M | +3.7% | -22.2% | +25.9% | +8.2% |
| 6M | -13.9% | -1.9% | -12.0% | -19.3% |
| YTD | +26.5% | +142.1% | -115.7% | -10.6% |
| 1Y | +29.3% | +151.5% | -122.2% | -9.8% |
| 3Y | +65.6% | +206.9% | -141.4% | +1.3% |
| All | +9.2% | +56.5% | -47.4% | -28.7% |
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