+220.7%
ROL vs PEG
+171.2%
+49.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.1% | +2.0% |
| 7D | +3.0% | +4.5% | -1.5% | +1.3% |
| 30D | +19.8% | +7.5% | +12.2% | +16.6% |
| 3M | +7.9% | +0.8% | +7.1% | +7.5% |
| 6M | -25.6% | 0.0% | -25.7% | -25.8% |
| YTD | -34.1% | -3.0% | -31.1% | -33.7% |
| 1Y | -31.4% | -4.7% | -26.6% | -30.5% |
| 3Y | +4.7% | +36.5% | -31.8% | -9.2% |
| 5Y | +15.6% | +44.4% | -28.8% | -2.5% |
| All | +220.7% | +171.2% | +49.5% | +127.0% |
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 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