-52.6%
RBLX vs PENG
+120.5%
-173.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -9.1% | +17.6% | +9.2% |
| 7D | -7.5% | -20.5% | +13.0% | -5.9% |
| 30D | +10.6% | -20.4% | +31.0% | +12.5% |
| 3M | +33.3% | -16.4% | +49.7% | +35.2% |
| 6M | +3.7% | +49.2% | -45.6% | -9.7% |
| YTD | -39.1% | +147.2% | -186.3% | -57.7% |
| 1Y | -52.6% | +124.7% | -177.3% | -66.4% |
| All | -52.6% | +120.5% | -173.1% | -66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling