+160.9%
RY vs PENG
+153.0%
+7.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -23.0% | +20.1% | -1.4% |
| 7D | -1.1% | -36.7% | +35.6% | +1.5% |
| 30D | +4.4% | -42.0% | +46.5% | +7.4% |
| 3M | -2.9% | -33.2% | +30.3% | -1.4% |
| 6M | +15.6% | +2.1% | +13.5% | +11.5% |
| YTD | +21.8% | +90.3% | -68.5% | +10.6% |
| 1Y | +42.6% | +67.7% | -25.1% | +30.6% |
| All | +160.9% | +153.0% | +7.8% | +120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling