+124.7%
ROL vs PENG
+735.0%
-610.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.5% |
| 7D | -1.7% | +34.6% | -36.3% | -3.3% |
| 30D | +18.5% | -35.9% | +54.5% | +20.8% |
| 3M | +4.3% | -14.7% | +19.0% | +4.2% |
| 6M | -27.7% | +13.5% | -41.3% | -30.3% |
| YTD | -35.8% | +156.1% | -191.9% | -42.2% |
| 1Y | -34.1% | +141.3% | -175.4% | -40.4% |
| 3Y | +2.9% | +223.4% | -220.5% | -12.0% |
| 5Y | +12.7% | +67.4% | -54.7% | -1.3% |
| All | +124.7% | +735.0% | -610.3% | +62.6% |
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