+208.2%
ROL vs PEG
+139.0%
+69.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -7.2% | -1.7% | -5.5% | -6.7% |
| 3M | -27.0% | -6.8% | -20.2% | -25.1% |
| 6M | -39.5% | -11.4% | -28.1% | -36.9% |
| YTD | -41.8% | -7.2% | -34.6% | -40.4% |
| 1Y | -38.9% | -6.1% | -32.7% | -37.8% |
| 3Y | -0.4% | +31.8% | -32.1% | -12.4% |
| 5Y | -4.2% | +35.6% | -39.8% | -17.2% |
| 10Y | +208.2% | +148.7% | +59.5% | +120.7% |
| All | +208.2% | +139.0% | +69.2% | +120.7% |
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