-17.9%
ROP vs PEG
+34.5%
-52.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.9% |
| 7D | -5.4% | +1.0% | -6.5% | -5.5% |
| 30D | -1.6% | -1.9% | +0.2% | -1.5% |
| 3M | +18.8% | -3.7% | +22.5% | +19.2% |
| 6M | +8.2% | -9.4% | +17.6% | +9.2% |
| YTD | -10.5% | -6.0% | -4.5% | -10.5% |
| 1Y | -23.7% | -4.4% | -19.4% | -24.1% |
| 3Y | -17.9% | +33.5% | -51.4% | -25.4% |
| All | -17.9% | +34.5% | -52.3% | -25.4% |
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