+16.3%
ROL vs PENG
+56.2%
-39.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.3% | -7.2% | +1.9% |
| 7D | +7.5% | -3.8% | +11.3% | +7.5% |
| 30D | +21.1% | -40.1% | +61.2% | +22.3% |
| 3M | +3.1% | -21.8% | +24.9% | +3.2% |
| 6M | -27.4% | +3.3% | -30.8% | -29.1% |
| YTD | -34.7% | +133.6% | -168.4% | -39.3% |
| 1Y | -32.9% | +110.7% | -143.6% | -37.3% |
| 3Y | +6.1% | +204.3% | -198.1% | -6.2% |
| 5Y | +16.3% | +54.4% | -38.0% | +6.4% |
| All | +16.3% | +56.2% | -39.9% | +6.4% |
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