-22.1%
ROP vs PEG
-7.0%
-15.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.4% | -3.6% |
| 7D | -4.4% | +0.7% | -5.1% | -4.2% |
| 30D | +3.2% | -2.4% | +5.7% | +2.5% |
| 3M | +23.1% | -4.8% | +27.8% | +21.6% |
| 6M | +13.3% | -10.7% | +24.0% | +10.2% |
| YTD | -7.9% | -6.7% | -1.2% | -9.7% |
| 1Y | -22.1% | -6.8% | -15.2% | -23.7% |
| All | -22.1% | -7.0% | -15.1% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling