+24,936.4%
ROP vs PEG
+2,669.1%
+22,267.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.4% | -3.5% |
| 7D | -4.4% | +0.7% | -5.1% | -4.7% |
| 30D | +3.2% | -2.4% | +5.7% | +4.2% |
| 3M | +23.1% | -4.8% | +27.8% | +25.1% |
| 6M | +13.3% | -10.7% | +24.0% | +17.6% |
| YTD | -7.9% | -6.7% | -1.2% | -6.4% |
| 1Y | -22.1% | -6.8% | -15.2% | -21.0% |
| 3Y | -16.8% | +34.5% | -51.3% | -28.4% |
| 5Y | -13.5% | +35.8% | -49.3% | -26.4% |
| 10Y | +137.7% | +141.7% | -4.1% | +56.7% |
| All | +24,936.4% | +2,669.1% | +22,267.3% | +8,948.7% |
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 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