+0.8%
ROL vs PEG
+34.5%
-33.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.7% |
| 7D | -3.4% | +1.0% | -4.5% | -3.7% |
| 30D | -6.9% | -1.9% | -5.1% | -6.5% |
| 3M | -24.6% | -3.7% | -20.9% | -23.8% |
| 6M | -39.5% | -9.4% | -30.1% | -38.0% |
| YTD | -41.1% | -6.0% | -35.1% | -40.3% |
| 1Y | -37.9% | -4.4% | -33.6% | -37.4% |
| 3Y | +0.8% | +33.5% | -32.7% | -9.7% |
| All | +0.8% | +34.5% | -33.7% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling