+310.4%
RSG vs PENG
+755.0%
-444.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.7% | +7.8% | -8.5% | -1.1% |
| 30D | +3.3% | -12.2% | +15.5% | +3.8% |
| 3M | +8.5% | -20.6% | +29.1% | +8.7% |
| 6M | -3.5% | +180.9% | -184.5% | -11.0% |
| YTD | +5.5% | +162.3% | -156.8% | -2.5% |
| 1Y | -1.7% | +107.3% | -109.0% | -8.1% |
| 3Y | +56.9% | +110.8% | -53.9% | +41.7% |
| 5Y | +89.4% | +117.8% | -28.4% | +67.0% |
| All | +310.4% | +755.0% | -444.6% | +238.7% |
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 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