-1.7%
RSG vs PENG
+106.3%
-108.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | -0.7% | +7.8% | -8.5% | -0.2% |
| 30D | +3.3% | -12.2% | +15.5% | +2.5% |
| 3M | +8.5% | -20.6% | +29.1% | +8.2% |
| 6M | -3.5% | +180.9% | -184.5% | +0.9% |
| YTD | +5.5% | +162.3% | -156.8% | +10.4% |
| 1Y | -1.7% | +107.3% | -109.0% | +1.5% |
| All | -1.7% | +106.3% | -108.0% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling