+550.6%
ROKU vs PENG
+376.3%
+174.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.0% | +7.3% | -10.3% | -4.9% |
| 30D | +0.7% | -7.5% | +8.2% | +2.2% |
| 3M | +26.5% | -17.2% | +43.7% | +26.2% |
| 6M | +52.6% | +176.7% | -124.1% | +3.1% |
| YTD | +40.9% | +161.0% | -120.1% | -3.7% |
| 1Y | +57.6% | +108.8% | -51.2% | +13.7% |
| 3Y | +83.2% | +109.8% | -26.6% | +19.0% |
| 5Y | -54.8% | +111.7% | -166.6% | -71.3% |
| All | +550.6% | +376.3% | +174.3% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling