-35.9%
RBLX vs PENG
+122.0%
-157.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +8.0% | +7.3% | +0.7% | +6.2% |
| 30D | +20.2% | -7.5% | +27.6% | +21.8% |
| 3M | +3.5% | -17.2% | +20.8% | +3.5% |
| 6M | -28.9% | +176.7% | -205.7% | -52.4% |
| YTD | -45.1% | +161.0% | -206.1% | -62.8% |
| 1Y | -66.2% | +108.8% | -175.1% | -75.9% |
| 3Y | +53.5% | +109.8% | -56.3% | -6.5% |
| 5Y | -48.4% | +111.7% | -160.2% | -68.9% |
| All | -35.9% | +122.0% | -157.9% | -63.7% |
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