+184.3%
RSP vs PENG
+644.0%
-459.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | +0.7% | -16.1% | +16.8% | +2.4% |
| 30D | +3.7% | -41.5% | +45.2% | +9.6% |
| 3M | +0.7% | -19.1% | +19.8% | +1.3% |
| 6M | +9.0% | +0.9% | +8.1% | +3.4% |
| YTD | +16.7% | +128.2% | -111.5% | -2.9% |
| 1Y | +19.0% | +98.6% | -79.6% | +0.8% |
| 3Y | +64.7% | +188.2% | -123.5% | +26.1% |
| 5Y | +49.6% | +55.5% | -5.9% | +18.9% |
| All | +184.3% | +644.0% | -459.7% | +89.7% |
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