+129.7%
ROP vs PEG
+148.3%
-18.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -8.0% | -0.9% | -7.1% | -7.7% |
| 30D | -2.7% | -2.8% | 0.0% | -1.8% |
| 3M | +16.6% | -6.9% | +23.5% | +19.5% |
| 6M | +10.4% | -11.4% | +21.8% | +14.8% |
| YTD | -12.1% | -7.4% | -4.7% | -10.5% |
| 1Y | -23.6% | -8.3% | -15.4% | -22.2% |
| 3Y | -19.3% | +31.5% | -50.9% | -31.5% |
| 5Y | -15.4% | +38.0% | -53.3% | -30.4% |
| All | +129.7% | +148.3% | -18.6% | +50.7% |
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 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