-11.8%
ROP vs PENG
+115.2%
-127.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.4% | -10.0% | -3.9% |
| 7D | -4.4% | +4.5% | -9.0% | -4.7% |
| 30D | +3.2% | -7.1% | +10.3% | +3.5% |
| 3M | +23.1% | -27.3% | +50.3% | +23.9% |
| 6M | +13.3% | +169.6% | -156.3% | -0.3% |
| YTD | -7.9% | +164.6% | -172.5% | -19.0% |
| 1Y | -22.1% | +109.5% | -131.5% | -30.2% |
| 3Y | -16.8% | +98.9% | -115.7% | -28.6% |
| All | -11.8% | +115.2% | -127.0% | -28.1% |
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