-33.2%
ROL vs PENG
+120.3%
-153.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | +0.5% |
| 7D | +0.8% | +1.9% | -1.1% | +1.0% |
| 30D | +20.6% | -37.8% | +58.4% | +19.4% |
| 3M | +4.5% | -14.1% | +18.6% | +4.2% |
| 6M | -26.5% | +13.1% | -39.6% | -27.6% |
| YTD | -34.8% | +151.8% | -186.6% | -38.9% |
| 1Y | -33.2% | +136.0% | -169.2% | -37.3% |
| All | -33.2% | +120.3% | -153.4% | -37.3% |
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