-37.7%
RBLX vs PENG
+125.0%
-162.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.4% | -2.1% | +2.8% |
| 7D | +12.4% | +4.5% | +7.9% | +11.2% |
| 30D | +19.7% | -7.1% | +26.8% | +21.2% |
| 3M | -0.1% | -27.3% | +27.2% | +3.0% |
| 6M | -35.7% | +169.6% | -205.3% | -56.6% |
| YTD | -46.6% | +164.6% | -211.2% | -63.9% |
| 1Y | -66.6% | +109.5% | -176.1% | -76.2% |
| 3Y | +52.3% | +98.9% | -46.6% | -4.4% |
| 5Y | -47.7% | +116.3% | -164.0% | -68.6% |
| All | -37.7% | +125.0% | -162.7% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling