+1.3%
ROP vs PEG
+42.5%
-41.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -2.7% | +2.3% | -5.0% | -3.3% |
| 30D | +29.7% | +6.1% | +23.6% | +27.8% |
| 3M | +21.2% | -0.5% | +21.7% | +21.3% |
| 6M | +48.3% | -3.2% | +51.4% | +49.1% |
| YTD | +8.4% | -4.4% | +12.8% | +8.6% |
| 1Y | +6.0% | -7.4% | +13.4% | +7.4% |
| 3Y | -5.6% | +33.9% | -39.6% | -20.2% |
| 5Y | +1.3% | +42.3% | -41.0% | -18.3% |
| All | +1.3% | +42.5% | -41.2% | -18.3% |
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