+108.2%
ROST vs PEG
+33.9%
+74.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.3% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -11.4% | -1.7% | -9.7% | -11.0% |
| 3M | -1.6% | -6.8% | +5.1% | +0.4% |
| 6M | +6.8% | -11.4% | +18.2% | +10.7% |
| YTD | +25.8% | -7.2% | +33.0% | +28.2% |
| 1Y | +52.4% | -6.1% | +58.5% | +54.4% |
| 3Y | +94.4% | +31.8% | +62.6% | +68.1% |
| 5Y | +108.2% | +35.6% | +72.6% | +74.4% |
| All | +108.2% | +33.9% | +74.3% | +74.4% |
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 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