+19.0%
RSP vs PENG
+103.2%
-84.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | +0.7% | -16.1% | +16.8% | +1.2% |
| 30D | +3.7% | -41.5% | +45.2% | +5.5% |
| 3M | +0.7% | -19.1% | +19.8% | +0.8% |
| 6M | +9.0% | +0.9% | +8.1% | +4.9% |
| YTD | +16.7% | +128.2% | -111.5% | +0.9% |
| 1Y | +19.0% | +98.6% | -79.6% | +4.1% |
| All | +19.0% | +103.2% | -84.2% | +4.1% |
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