-35.9%
RBLX vs PEG
+51.6%
-87.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +8.0% | -0.1% | +8.1% | +8.1% |
| 30D | +20.2% | -1.7% | +21.9% | +20.7% |
| 3M | +3.5% | -6.8% | +10.3% | +5.4% |
| 6M | -28.9% | -11.4% | -17.6% | -26.7% |
| YTD | -45.1% | -7.2% | -37.8% | -44.1% |
| 1Y | -66.2% | -6.1% | -60.1% | -65.8% |
| 3Y | +53.5% | +31.8% | +21.7% | +42.0% |
| 5Y | -48.4% | +35.6% | -84.0% | -53.3% |
| All | -35.9% | +51.6% | -87.5% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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