-15.3%
ROP vs PEG
+38.2%
-53.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | -5.4% | +1.0% | -6.5% | -5.7% |
| 30D | -1.6% | -1.9% | +0.2% | -1.2% |
| 3M | +18.8% | -3.7% | +22.5% | +19.8% |
| 6M | +8.2% | -9.4% | +17.6% | +10.7% |
| YTD | -10.5% | -6.0% | -4.5% | -9.8% |
| 1Y | -23.7% | -4.4% | -19.4% | -23.8% |
| 3Y | -17.9% | +33.5% | -51.4% | -30.5% |
| 5Y | -15.3% | +35.7% | -51.1% | -29.6% |
| All | -15.3% | +38.2% | -53.6% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling