-11.0%
ROK vs PEG
-1.1%
-9.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.4% |
| 7D | +7.1% | +4.5% | +2.6% | +7.1% |
| 30D | -5.0% | +7.5% | -12.5% | -4.8% |
| 3M | -9.4% | +0.8% | -10.2% | -9.0% |
| 6M | -11.0% | 0.0% | -11.0% | -11.9% |
| All | -11.0% | -1.1% | -9.9% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling