+112.0%
ROST vs PENG
+56.5%
+55.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.1% | -1.8% |
| 7D | +0.3% | +13.2% | -13.0% | -1.1% |
| 30D | +0.5% | -29.9% | +30.4% | +3.4% |
| 3M | -5.2% | -22.2% | +17.0% | -4.4% |
| 6M | +9.8% | -1.9% | +11.7% | +4.1% |
| YTD | +29.4% | +142.1% | -112.7% | +5.4% |
| 1Y | +44.4% | +151.5% | -107.2% | +16.7% |
| 3Y | +95.0% | +206.9% | -111.9% | +41.6% |
| All | +112.0% | +56.5% | +55.4% | +62.0% |
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