+358.5%
RSG vs PENG
+597.2%
-238.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.4% | -1.5% |
| 7D | +1.2% | -19.4% | +20.6% | +1.7% |
| 30D | +14.2% | -42.4% | +56.6% | +16.1% |
| 3M | +18.2% | -25.6% | +43.8% | +18.6% |
| 6M | +24.4% | +7.3% | +17.1% | +20.6% |
| YTD | +17.9% | +113.9% | -96.0% | +9.0% |
| 1Y | +22.3% | +93.6% | -71.2% | +13.7% |
| 3Y | +65.1% | +170.2% | -105.1% | +46.0% |
| 5Y | +97.9% | +44.2% | +53.7% | +78.1% |
| All | +358.5% | +597.2% | -238.6% | +278.6% |
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