-5.3%
PG vs RBLX
-67.7%
+62.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.7% | -0.2% |
| 7D | +1.9% | +12.4% | -10.6% | +2.2% |
| 30D | -0.2% | +19.7% | -19.9% | +0.3% |
| 3M | +4.8% | -0.1% | +4.9% | +5.2% |
| 6M | -6.1% | -35.7% | +29.6% | -7.9% |
| YTD | +4.5% | -46.6% | +51.0% | +1.2% |
| 1Y | -5.3% | -66.6% | +61.3% | -10.6% |
| All | -5.3% | -67.7% | +62.4% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 1y: compounded portfolio wealth divided by compounded RBLX 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…
1y analysis · Full analysis span regression · 6 months rolling