+15,187.3%
ROK vs PEG
+2,929.1%
+12,258.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | +2.8% | +1.0% | +1.7% | +2.3% |
| 30D | -2.4% | -1.9% | -0.5% | -1.6% |
| 3M | -4.7% | -3.7% | -1.0% | -3.2% |
| 6M | +16.8% | -9.4% | +26.2% | +21.6% |
| YTD | +11.4% | -6.0% | +17.4% | +13.7% |
| 1Y | +26.2% | -4.4% | +30.5% | +27.5% |
| 3Y | +51.9% | +33.5% | +18.3% | +28.9% |
| 5Y | +46.4% | +35.7% | +10.6% | +22.4% |
| 10Y | +343.5% | +140.4% | +203.1% | +175.1% |
| All | +15,187.3% | +2,929.1% | +12,258.2% | +3,170.0% |
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