+94.9%
ROST vs PENG
+184.4%
-89.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.1% | -2.4% |
| 7D | +1.2% | -19.4% | +20.7% | +2.2% |
| 30D | +2.5% | -42.4% | +44.9% | +5.2% |
| 3M | -9.0% | -25.6% | +16.7% | -8.5% |
| 6M | +1.3% | +7.3% | -5.9% | -4.0% |
| YTD | +29.1% | +113.9% | -84.8% | +12.6% |
| 1Y | +45.4% | +93.6% | -48.1% | +28.0% |
| 3Y | +94.9% | +170.2% | -75.4% | +56.6% |
| All | +94.9% | +184.4% | -89.5% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling