+13.6%
ROL vs PENG
+42.1%
-28.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.4% | -14.5% | -2.3% |
| 7D | +9.5% | -19.4% | +28.9% | +9.8% |
| 30D | +22.9% | -42.4% | +65.3% | +24.1% |
| 3M | +3.5% | -25.6% | +29.2% | +3.7% |
| 6M | -29.4% | +7.3% | -36.7% | -31.3% |
| YTD | -36.1% | +113.9% | -149.9% | -40.4% |
| 1Y | -34.4% | +93.6% | -127.9% | -38.5% |
| 3Y | +4.0% | +170.2% | -166.2% | -7.8% |
| All | +13.6% | +42.1% | -28.5% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling