-36.0%
RBLX vs PENG
+42.1%
-78.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.4% | -8.9% | +0.6% |
| 7D | +14.7% | -19.4% | +34.1% | +19.0% |
| 30D | +6.2% | -42.4% | +48.6% | +18.7% |
| 3M | +36.8% | -25.6% | +62.4% | +42.1% |
| 6M | +12.7% | +7.3% | +5.4% | -2.2% |
| YTD | -39.2% | +113.9% | -153.0% | -58.8% |
| 1Y | -51.3% | +93.6% | -144.9% | -66.1% |
| 3Y | +45.6% | +170.2% | -124.6% | -23.1% |
| All | -36.0% | +42.1% | -78.1% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling