+14,299.2%
ROK vs PEG
+2,979.7%
+11,319.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +6.1% | +2.3% | +3.7% | +5.0% |
| 30D | -6.5% | +6.1% | -12.6% | -9.1% |
| 3M | -10.2% | -0.5% | -9.7% | -10.3% |
| 6M | -10.6% | -3.2% | -7.5% | -9.8% |
| YTD | +4.9% | -4.4% | +9.3% | +6.0% |
| 1Y | +3.8% | -7.4% | +11.2% | +6.4% |
| 3Y | +63.5% | +33.9% | +29.6% | +38.5% |
| 5Y | +30.9% | +42.3% | -11.4% | +6.9% |
| 10Y | +266.4% | +166.4% | +100.0% | +116.5% |
| All | +14,299.2% | +2,979.7% | +11,319.5% | +2,948.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling