+323.3%
ROST vs PENG
+644.0%
-320.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | +3.2% | -16.1% | +19.2% | +5.0% |
| 30D | +7.4% | -41.5% | +48.9% | +14.0% |
| 3M | -6.1% | -19.1% | +13.1% | -5.6% |
| 6M | +6.2% | +0.9% | +5.3% | -0.5% |
| YTD | +33.4% | +128.2% | -94.8% | +7.9% |
| 1Y | +48.8% | +98.6% | -49.8% | +22.8% |
| 3Y | +99.5% | +188.2% | -88.6% | +45.8% |
| 5Y | +112.7% | +55.5% | +57.2% | +63.2% |
| All | +323.3% | +644.0% | -320.7% | +167.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling