+2.3%
ROK vs PENG
+88.9%
-86.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.7% | -3.4% |
| 7D | -13.8% | -19.4% | +5.6% | -11.0% |
| 30D | -14.9% | -42.4% | +27.4% | -8.3% |
| 3M | -14.7% | -25.6% | +11.0% | -12.0% |
| 6M | -17.7% | +7.3% | -25.0% | -25.2% |
| YTD | -2.5% | +113.9% | -116.3% | -26.1% |
| 1Y | +2.3% | +93.6% | -91.3% | -20.3% |
| All | +2.3% | +88.9% | -86.7% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling