+0.6%
ROP vs PENG
+42.1%
-41.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.4% | -15.3% | -3.2% |
| 7D | +2.1% | -19.4% | +21.6% | +2.6% |
| 30D | +32.9% | -42.4% | +75.3% | +34.9% |
| 3M | +20.0% | -25.6% | +45.7% | +20.1% |
| 6M | +36.4% | +7.3% | +29.1% | +29.2% |
| YTD | +7.8% | +113.9% | -106.0% | -5.6% |
| 1Y | +8.0% | +93.6% | -85.6% | -4.6% |
| 3Y | -3.5% | +170.2% | -173.7% | -21.5% |
| All | +0.6% | +42.1% | -41.5% | -18.2% |
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