+50.4%
RBLX vs PENG
+108.8%
-58.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.4% | -2.1% | +3.6% |
| 7D | +12.4% | +4.5% | +7.9% | +11.8% |
| 30D | +19.7% | -7.1% | +26.8% | +20.5% |
| 3M | -0.1% | -27.3% | +27.2% | +1.9% |
| 6M | -35.7% | +169.6% | -205.3% | -48.3% |
| YTD | -46.6% | +164.6% | -211.2% | -57.0% |
| 1Y | -66.6% | +109.5% | -176.1% | -72.4% |
| All | +50.4% | +108.8% | -58.4% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling