+130.4%
ROL vs PENG
+689.3%
-558.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.0% | +2.8% |
| 7D | +3.0% | +13.2% | -10.2% | +2.3% |
| 30D | +19.8% | -29.9% | +49.7% | +21.4% |
| 3M | +7.9% | -22.2% | +30.1% | +8.3% |
| 6M | -25.6% | -1.9% | -23.8% | -27.6% |
| YTD | -34.1% | +142.1% | -176.3% | -40.5% |
| 1Y | -31.4% | +151.5% | -182.9% | -38.3% |
| 3Y | +4.7% | +206.9% | -202.3% | -10.3% |
| 5Y | +15.6% | +58.2% | -42.6% | +1.6% |
| All | +130.4% | +689.3% | -558.9% | +67.2% |
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