+306.5%
RY vs PENG
+689.3%
-382.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.4% |
| 7D | +0.6% | +13.2% | -12.6% | -0.8% |
| 30D | +5.0% | -29.9% | +35.0% | +8.0% |
| 3M | -5.3% | -22.2% | +16.9% | -4.4% |
| 6M | +13.8% | -1.9% | +15.7% | +9.6% |
| YTD | +21.0% | +142.1% | -121.2% | +3.7% |
| 1Y | +40.5% | +151.5% | -111.0% | +19.9% |
| 3Y | +159.7% | +206.9% | -47.3% | +107.5% |
| 5Y | +124.3% | +58.2% | +66.1% | +85.5% |
| All | +306.5% | +689.3% | -382.9% | +185.8% |
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