+321.5%
RY vs PENG
+705.8%
-384.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -9.1% | +12.1% | +4.0% |
| 7D | +2.5% | -20.5% | +22.9% | +4.6% |
| 30D | +8.4% | -20.4% | +28.8% | +10.2% |
| 3M | +1.2% | -16.4% | +17.6% | +1.9% |
| 6M | +19.4% | +49.2% | -29.9% | +9.7% |
| YTD | +25.4% | +147.2% | -121.8% | +7.8% |
| 1Y | +46.7% | +124.7% | -78.0% | +27.3% |
| 3Y | +168.6% | +230.3% | -61.6% | +113.7% |
| 5Y | +132.3% | +71.4% | +60.9% | +91.1% |
| All | +321.5% | +705.8% | -384.3% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling