+99.4%
DE vs PEG
+35.4%
+64.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | +9.7% | -2.8% | +12.5% | +10.7% |
| 3M | +21.4% | -6.9% | +28.3% | +24.4% |
| 6M | +15.0% | -11.4% | +26.4% | +20.0% |
| YTD | +46.4% | -7.4% | +53.8% | +50.3% |
| 1Y | +45.6% | -8.3% | +53.9% | +49.6% |
| 3Y | +76.8% | +31.5% | +45.2% | +54.4% |
| 5Y | +99.4% | +38.0% | +61.5% | +71.8% |
| All | +99.4% | +35.4% | +64.0% | +71.8% |
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