+358.4%
RSG vs PENG
+661.7%
-303.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.3% | -0.4% |
| 7D | +0.3% | -3.8% | +4.1% | +0.2% |
| 30D | +13.8% | -40.1% | +53.9% | +15.6% |
| 3M | +15.4% | -21.8% | +37.2% | +15.6% |
| 6M | +24.1% | +3.3% | +20.8% | +21.0% |
| YTD | +17.8% | +133.6% | -115.8% | +8.6% |
| 1Y | +21.5% | +110.7% | -89.2% | +12.6% |
| 3Y | +63.3% | +204.3% | -141.0% | +43.6% |
| 5Y | +97.3% | +54.4% | +42.9% | +77.3% |
| All | +358.4% | +661.7% | -303.3% | +277.3% |
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 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