+71,250.3%
ROST vs PEG
+3,024.2%
+68,226.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.8% | -2.8% |
| 7D | +0.3% | +4.5% | -4.2% | -1.2% |
| 30D | +0.5% | +7.5% | -7.1% | -2.0% |
| 3M | -5.2% | +0.8% | -6.1% | -5.7% |
| 6M | +9.8% | 0.0% | +9.8% | +9.4% |
| YTD | +29.4% | -3.0% | +32.4% | +29.9% |
| 1Y | +44.4% | -4.7% | +49.1% | +45.7% |
| 3Y | +95.0% | +36.5% | +58.5% | +71.8% |
| 5Y | +111.9% | +44.4% | +67.5% | +81.8% |
| 10Y | +301.2% | +170.2% | +131.0% | +184.1% |
| All | +71,250.3% | +3,024.2% | +68,226.1% | +25,002.7% |
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