+112.3%
ROST vs PENG
+115.2%
-2.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -1.2% |
| 7D | +0.9% | +4.5% | -3.6% | +0.4% |
| 30D | -8.9% | -7.1% | -1.8% | -8.3% |
| 3M | -0.8% | -27.3% | +26.4% | +0.8% |
| 6M | +8.5% | +169.6% | -161.1% | -10.5% |
| YTD | +28.6% | +164.6% | -136.0% | +5.9% |
| 1Y | +52.3% | +109.5% | -57.1% | +29.1% |
| 3Y | +94.8% | +98.9% | -4.1% | +54.9% |
| All | +112.3% | +115.2% | -2.9% | +64.1% |
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