+583.1%
ROKU vs PENG
+290.2%
+292.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.4% | -12.3% | -3.0% |
| 7D | +3.5% | -19.4% | +22.9% | +7.6% |
| 30D | +5.1% | -42.4% | +47.5% | +17.6% |
| 3M | +7.0% | -25.6% | +32.6% | +10.1% |
| 6M | +25.4% | +7.3% | +18.1% | +8.1% |
| YTD | +48.0% | +113.9% | -65.9% | +2.0% |
| 1Y | +53.1% | +93.6% | -40.4% | +8.2% |
| 3Y | +92.7% | +170.2% | -77.5% | +16.3% |
| 5Y | -42.4% | +44.2% | -86.6% | -61.3% |
| All | +583.1% | +290.2% | +292.9% | +224.2% |
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