-53.6%
ROKU vs PENG
+107.7%
-161.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -0.1% | +7.8% | -7.9% | -2.5% |
| 30D | +1.5% | -12.2% | +13.7% | +4.8% |
| 3M | +25.7% | -20.6% | +46.3% | +26.7% |
| 6M | +54.5% | +180.9% | -126.5% | -7.5% |
| YTD | +43.2% | +162.3% | -119.1% | -12.7% |
| 1Y | +56.3% | +107.3% | -51.0% | +2.5% |
| 3Y | +86.1% | +110.8% | -24.7% | +2.9% |
| 5Y | -53.6% | +117.8% | -171.4% | -73.5% |
| All | -53.6% | +107.7% | -161.3% | -73.5% |
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