+139.2%
RRX vs PENG
+762.7%
-623.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.3% | -1.4% |
| 7D | +3.4% | +4.5% | -1.1% | +2.3% |
| 30D | -11.1% | -7.1% | -4.0% | -9.8% |
| 3M | -23.7% | -27.3% | +3.5% | -20.0% |
| 6M | -22.0% | +169.6% | -191.6% | -41.2% |
| YTD | +16.5% | +164.6% | -148.1% | -12.2% |
| 1Y | +11.5% | +109.5% | -98.0% | -12.0% |
| 3Y | +1.5% | +98.9% | -97.4% | -25.3% |
| 5Y | +18.3% | +116.3% | -98.0% | -17.8% |
| All | +139.2% | +762.7% | -623.5% | +39.9% |
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