-34.7%
ROL vs PENG
+120.5%
-155.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.1% | +11.9% | +2.4% |
| 7D | +14.6% | -20.5% | +35.0% | +13.7% |
| 30D | +29.3% | -20.4% | +49.6% | +28.3% |
| 3M | +2.0% | -16.4% | +18.4% | +1.5% |
| 6M | -28.5% | +49.2% | -77.8% | -30.8% |
| YTD | -35.3% | +147.2% | -182.5% | -39.6% |
| 1Y | -34.7% | +124.7% | -159.4% | -38.7% |
| All | -34.7% | +120.5% | -155.2% | -38.7% |
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