+45.6%
RBLX vs PENG
+184.4%
-138.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.4% | -8.9% | +1.9% |
| 7D | +14.7% | -19.4% | +34.1% | +17.0% |
| 30D | +6.2% | -42.4% | +48.6% | +12.7% |
| 3M | +36.8% | -25.6% | +62.4% | +40.2% |
| 6M | +12.7% | +7.3% | +5.4% | +4.5% |
| YTD | -39.2% | +113.9% | -153.0% | -51.9% |
| 1Y | -51.3% | +93.6% | -144.9% | -60.9% |
| 3Y | +45.6% | +170.2% | -124.6% | -3.5% |
| All | +45.6% | +184.4% | -138.7% | -3.5% |
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