+141.9%
RY vs PENG
+115.2%
+26.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.3% |
| 7D | +3.1% | +4.5% | -1.4% | +2.7% |
| 30D | -0.3% | -7.1% | +6.8% | +0.2% |
| 3M | +8.7% | -27.3% | +35.9% | +10.2% |
| 6M | +28.5% | +169.6% | -141.0% | +12.4% |
| YTD | +25.1% | +164.6% | -139.5% | +9.3% |
| 1Y | +46.3% | +109.5% | -63.2% | +30.4% |
| 3Y | +154.9% | +98.9% | +56.0% | +117.4% |
| All | +141.9% | +115.2% | +26.7% | +99.1% |
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 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