-100.0%
DFNS vs PEG
+76.6%
-176.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.5% | +13.2% | +12.4% |
| 7D | -13.0% | +1.5% | -14.4% | -12.0% |
| 30D | -56.9% | +5.0% | -61.9% | -55.2% |
| 3M | -93.2% | -0.3% | -92.9% | -93.2% |
| 6M | -95.4% | -2.7% | -92.8% | -95.5% |
| YTD | -99.5% | -5.1% | -94.4% | -99.5% |
| 1Y | -99.6% | -8.3% | -91.4% | -99.7% |
| 3Y | -100.0% | +33.0% | -133.0% | -100.0% |
| 5Y | -100.0% | +41.3% | -141.3% | -100.0% |
| All | -100.0% | +76.6% | -176.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling