-51.4%
RBLX vs PENG
+103.2%
-154.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | +12.6% | -16.1% | +28.7% | +13.8% |
| 30D | +6.4% | -41.5% | +47.9% | +10.2% |
| 3M | +38.2% | -19.1% | +57.3% | +40.1% |
| 6M | +22.1% | +0.9% | +21.2% | +14.9% |
| YTD | -36.8% | +128.2% | -165.0% | -56.5% |
| 1Y | -51.4% | +98.6% | -150.0% | -65.4% |
| All | -51.4% | +103.2% | -154.6% | -65.4% |
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