+178.1%
RSP vs PENG
+597.2%
-419.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -1.9% |
| 7D | -1.0% | -19.4% | +18.4% | +1.0% |
| 30D | +2.6% | -42.4% | +45.0% | +8.6% |
| 3M | -0.8% | -25.6% | +24.9% | +0.9% |
| 6M | +6.3% | +7.3% | -1.0% | -0.4% |
| YTD | +14.1% | +113.9% | -99.7% | -4.2% |
| 1Y | +18.0% | +93.6% | -75.6% | +0.3% |
| 3Y | +61.0% | +170.2% | -109.2% | +24.3% |
| 5Y | +45.6% | +44.2% | +1.4% | +16.9% |
| All | +178.1% | +597.2% | -419.1% | +87.2% |
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 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