+309.4%
RY vs PENG
+520.3%
-211.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -23.0% | +20.1% | -0.5% |
| 7D | -1.1% | -36.7% | +35.6% | +3.1% |
| 30D | +4.4% | -42.0% | +46.5% | +9.4% |
| 3M | -2.9% | -33.2% | +30.3% | -0.3% |
| 6M | +15.6% | +2.1% | +13.5% | +10.4% |
| YTD | +21.8% | +90.3% | -68.5% | +7.3% |
| 1Y | +42.6% | +67.7% | -25.1% | +27.3% |
| 3Y | +160.9% | +154.2% | +6.7% | +112.6% |
| 5Y | +126.1% | +28.3% | +97.8% | +91.3% |
| All | +309.4% | +520.3% | -211.0% | +195.6% |
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 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