+29,349.7%
ROP vs PEG
+2,736.0%
+26,613.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -2.7% | +2.3% | -5.0% | -3.6% |
| 30D | +29.7% | +6.1% | +23.6% | +26.8% |
| 3M | +21.2% | -0.5% | +21.7% | +21.3% |
| 6M | +48.3% | -3.2% | +51.4% | +49.4% |
| YTD | +8.4% | -4.4% | +12.8% | +9.0% |
| 1Y | +6.0% | -7.4% | +13.4% | +7.8% |
| 3Y | -5.6% | +33.9% | -39.6% | -18.6% |
| 5Y | +1.3% | +42.3% | -41.0% | -15.4% |
| 10Y | +184.1% | +166.4% | +17.8% | +80.5% |
| All | +29,349.7% | +2,736.0% | +26,613.6% | +10,435.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling