+70,808.4%
ROST vs PEG
+2,907.1%
+67,901.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -8.9% | -2.4% | -6.5% | -8.2% |
| 3M | -0.8% | -4.8% | +4.0% | +0.6% |
| 6M | +8.5% | -10.7% | +19.2% | +12.3% |
| YTD | +28.6% | -6.7% | +35.3% | +31.0% |
| 1Y | +52.3% | -6.8% | +59.2% | +55.0% |
| 3Y | +94.8% | +34.5% | +60.4% | +72.5% |
| 5Y | +110.8% | +35.8% | +75.0% | +84.8% |
| 10Y | +304.5% | +141.7% | +162.8% | +196.3% |
| All | +70,808.4% | +2,907.1% | +67,901.3% | +25,212.3% |
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