+307.8%
ROST vs PENG
+762.7%
-454.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -1.4% |
| 7D | +0.9% | +4.5% | -3.6% | +0.2% |
| 30D | -8.9% | -7.1% | -1.8% | -8.2% |
| 3M | -0.8% | -27.3% | +26.4% | +1.0% |
| 6M | +8.5% | +169.6% | -161.1% | -12.0% |
| YTD | +28.6% | +164.6% | -136.0% | +4.2% |
| 1Y | +52.3% | +109.5% | -57.1% | +27.2% |
| 3Y | +94.8% | +98.9% | -4.1% | +52.1% |
| 5Y | +110.8% | +116.3% | -5.5% | +56.3% |
| All | +307.8% | +762.7% | -454.8% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling