-46.3%
RBLX vs PENG
+107.7%
-154.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +10.2% | +7.8% | +2.4% | +8.2% |
| 30D | +18.6% | -12.2% | +30.8% | +21.7% |
| 3M | +6.0% | -20.6% | +26.6% | +7.1% |
| 6M | -29.5% | +180.9% | -210.4% | -53.6% |
| YTD | -44.7% | +162.3% | -207.0% | -63.1% |
| 1Y | -65.1% | +107.3% | -172.4% | -75.3% |
| 3Y | +54.5% | +110.8% | -56.3% | -8.1% |
| 5Y | -46.3% | +117.8% | -164.2% | -67.5% |
| All | -46.3% | +107.7% | -154.0% | -67.5% |
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 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