+72,962.6%
ROST vs PEG
+2,979.7%
+69,982.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +0.9% | +2.3% | -1.5% | +0.1% |
| 30D | +5.1% | +6.1% | -1.0% | +3.0% |
| 3M | -4.3% | -0.5% | -3.7% | -4.3% |
| 6M | +9.4% | -3.2% | +12.6% | +10.2% |
| YTD | +32.5% | -4.4% | +36.9% | +33.7% |
| 1Y | +46.9% | -7.4% | +54.3% | +49.7% |
| 3Y | +98.1% | +33.9% | +64.2% | +75.7% |
| 5Y | +116.9% | +42.3% | +74.6% | +87.1% |
| 10Y | +310.9% | +166.4% | +144.5% | +192.3% |
| All | +72,962.6% | +2,979.7% | +69,982.9% | +25,733.4% |
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 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