+128.4%
ROL vs PENG
+661.7%
-533.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.3% | -7.2% | +1.6% |
| 7D | +7.5% | -3.8% | +11.3% | +7.4% |
| 30D | +21.1% | -40.1% | +61.2% | +23.9% |
| 3M | +3.1% | -21.8% | +24.9% | +3.5% |
| 6M | -27.4% | +3.3% | -30.8% | -29.7% |
| YTD | -34.7% | +133.6% | -168.4% | -40.9% |
| 1Y | -32.9% | +110.7% | -143.6% | -38.9% |
| 3Y | +6.1% | +204.3% | -198.1% | -9.1% |
| 5Y | +16.3% | +54.4% | -38.0% | +2.3% |
| All | +128.4% | +661.7% | -533.3% | +66.2% |
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