+9,763.6%
ROL vs PEG
+2,989.2%
+6,774.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.3% | +1.0% |
| 7D | +7.5% | +0.9% | +6.6% | +7.2% |
| 30D | +21.1% | +3.8% | +17.3% | +19.7% |
| 3M | +3.1% | +0.1% | +3.1% | +3.0% |
| 6M | -27.4% | -1.0% | -26.5% | -27.3% |
| YTD | -34.7% | -4.1% | -30.6% | -34.1% |
| 1Y | -32.9% | -6.9% | -26.1% | -31.7% |
| 3Y | +6.1% | +35.6% | -29.5% | -5.4% |
| 5Y | +16.3% | +42.8% | -26.4% | +1.4% |
| 10Y | +214.9% | +160.2% | +54.7% | +121.3% |
| All | +9,763.6% | +2,989.2% | +6,774.3% | +3,794.8% |
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