+562.1%
ROKU vs PENG
+382.8%
+179.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.2% | -3.4% |
| 7D | -1.3% | +4.5% | -5.9% | -2.6% |
| 30D | +5.9% | -7.1% | +13.0% | +7.3% |
| 3M | +23.9% | -27.3% | +51.1% | +27.7% |
| 6M | +59.6% | +169.6% | -110.0% | +8.6% |
| YTD | +43.4% | +164.6% | -121.2% | -2.3% |
| 1Y | +60.2% | +109.5% | -49.3% | +15.4% |
| 3Y | +90.4% | +98.9% | -8.5% | +25.7% |
| 5Y | -54.5% | +116.3% | -170.8% | -71.3% |
| All | +562.1% | +382.8% | +179.2% | +210.2% |
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 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