+43.6%
DE vs PEG
-8.5%
+52.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.6% | -0.9% | -1.7% | -2.3% |
| 30D | +9.0% | -3.7% | +12.7% | +10.2% |
| 3M | +19.1% | -7.3% | +26.4% | +21.6% |
| 6M | +14.4% | -10.5% | +24.9% | +17.6% |
| YTD | +45.9% | -7.5% | +53.4% | +50.4% |
| 1Y | +43.6% | -8.7% | +52.3% | +48.0% |
| All | +43.6% | -8.5% | +52.1% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling