+214.7%
ROL vs PEG
+159.1%
+55.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +3.4% | +2.6% | +0.8% | +2.4% |
| 30D | +20.8% | +3.3% | +17.4% | +19.3% |
| 3M | +3.7% | +1.1% | +2.7% | +3.2% |
| 6M | -27.7% | -1.4% | -26.2% | -27.4% |
| YTD | -34.9% | -4.6% | -30.3% | -34.1% |
| 1Y | -33.3% | -7.2% | -26.1% | -31.8% |
| 3Y | +4.3% | +33.7% | -29.4% | -8.8% |
| 5Y | +15.0% | +40.8% | -25.9% | -2.1% |
| 10Y | +214.7% | +162.8% | +51.9% | +123.2% |
| All | +214.7% | +159.1% | +55.6% | +123.2% |
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