+348.5%
ROK vs PEG
+148.0%
+200.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -1.2% | -0.9% | -0.4% | -0.8% |
| 30D | -4.8% | -3.7% | -1.1% | -3.2% |
| 3M | -6.1% | -7.3% | +1.2% | -2.9% |
| 6M | +15.5% | -10.5% | +26.0% | +21.0% |
| YTD | +11.2% | -7.5% | +18.7% | +14.3% |
| 1Y | +23.8% | -8.7% | +32.6% | +27.9% |
| 3Y | +53.1% | +31.4% | +21.8% | +28.9% |
| 5Y | +48.3% | +37.8% | +10.5% | +20.6% |
| All | +348.5% | +148.0% | +200.5% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling