+43.9%
ROST vs PENG
+90.4%
-46.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.1% | -1.9% |
| 7D | +1.2% | -19.4% | +20.7% | +1.5% |
| 30D | +2.5% | -42.4% | +44.9% | +3.2% |
| 3M | -9.0% | -25.6% | +16.7% | -9.1% |
| 6M | +1.3% | +7.3% | -5.9% | -3.9% |
| YTD | +29.1% | +113.9% | -84.8% | +12.6% |
| All | +43.9% | +90.4% | -46.5% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling