+46.1%
RSP vs PENG
+31.0%
+15.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -23.0% | +20.1% | -0.4% |
| 7D | -1.4% | -36.7% | +35.2% | +2.9% |
| 30D | +2.1% | -42.0% | +44.2% | +7.1% |
| 3M | -0.9% | -33.2% | +32.3% | +1.7% |
| 6M | +7.5% | +2.1% | +5.4% | +1.0% |
| YTD | +14.6% | +90.3% | -75.7% | -2.8% |
| 1Y | +17.6% | +67.7% | -50.0% | +1.5% |
| 3Y | +60.8% | +154.2% | -93.4% | +22.6% |
| 5Y | +46.1% | +28.3% | +17.8% | +14.7% |
| All | +46.1% | +31.0% | +15.1% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling