-28.2%
RBLX vs PENG
+105.9%
-134.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.5% | -1.7% |
| 7D | +1.2% | +13.2% | -12.0% | -1.7% |
| 30D | +5.0% | -29.9% | +34.9% | +12.0% |
| 3M | +31.5% | -22.2% | +53.7% | +35.2% |
| 6M | +18.9% | -1.9% | +20.8% | +8.1% |
| YTD | -38.4% | +142.1% | -180.5% | -58.7% |
| 1Y | -50.7% | +151.5% | -202.2% | -67.4% |
| 3Y | +28.8% | +206.9% | -178.1% | -30.6% |
| 5Y | -53.6% | +58.2% | -111.8% | -70.9% |
| All | -28.2% | +105.9% | -134.1% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling