+6.2%
ROL vs PENG
+153.0%
-146.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -23.0% | +24.0% | +0.7% |
| 7D | +11.7% | -36.7% | +48.4% | +11.3% |
| 30D | +27.7% | -42.0% | +69.7% | +27.1% |
| 3M | +3.7% | -33.2% | +36.9% | +3.2% |
| 6M | -27.8% | +2.1% | -29.9% | -29.3% |
| YTD | -34.7% | +90.3% | -125.0% | -37.5% |
| 1Y | -34.1% | +67.7% | -101.8% | -36.8% |
| All | +6.2% | +153.0% | -146.8% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling