+15.6%
ROL vs PENG
+31.0%
-15.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -23.0% | +24.0% | +1.4% |
| 7D | +11.7% | -36.7% | +48.4% | +12.6% |
| 30D | +27.7% | -42.0% | +69.7% | +28.8% |
| 3M | +3.7% | -33.2% | +36.9% | +4.0% |
| 6M | -27.8% | +2.1% | -29.9% | -29.9% |
| YTD | -34.7% | +90.3% | -125.0% | -39.0% |
| 1Y | -34.1% | +67.7% | -101.8% | -38.1% |
| 3Y | +5.9% | +154.2% | -148.3% | -6.3% |
| 5Y | +15.6% | +28.3% | -12.7% | +5.9% |
| All | +15.6% | +31.0% | -15.4% | +5.9% |
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