+9,602.3%
ROL vs PEG
+2,979.7%
+6,622.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.7% |
| 7D | -1.7% | +2.3% | -4.0% | -2.4% |
| 30D | +18.5% | +6.1% | +12.4% | +16.2% |
| 3M | +4.3% | -0.5% | +4.9% | +4.4% |
| 6M | -27.7% | -3.2% | -24.6% | -27.1% |
| YTD | -35.8% | -4.4% | -31.4% | -35.1% |
| 1Y | -34.1% | -7.4% | -26.7% | -32.7% |
| 3Y | +2.9% | +33.9% | -31.0% | -7.9% |
| 5Y | +12.7% | +42.3% | -29.6% | -1.7% |
| 10Y | +212.6% | +166.4% | +46.3% | +118.2% |
| All | +9,602.3% | +2,979.7% | +6,622.6% | +3,734.7% |
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 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