+312.4%
RSG vs PENG
+762.7%
-450.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -1.4% |
| 7D | +0.3% | +4.5% | -4.3% | +0.1% |
| 30D | +7.6% | -7.1% | +14.7% | +7.8% |
| 3M | +7.4% | -27.3% | +34.7% | +8.1% |
| 6M | -3.3% | +169.6% | -172.9% | -10.6% |
| YTD | +6.0% | +164.6% | -158.6% | -2.0% |
| 1Y | -3.7% | +109.5% | -113.1% | -10.0% |
| 3Y | +59.1% | +98.9% | -39.8% | +44.4% |
| 5Y | +89.0% | +116.3% | -27.2% | +66.8% |
| All | +312.4% | +762.7% | -450.3% | +240.2% |
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