-98.3%
DFNS vs PEG
-5.7%
-92.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -6.1% |
| 7D | +4.6% | -0.1% | +4.7% | +4.4% |
| 30D | -73.9% | -1.7% | -72.1% | -74.1% |
| 3M | -71.7% | -6.8% | -64.9% | -74.0% |
| 6M | -94.6% | -11.4% | -83.2% | -94.9% |
| YTD | -98.1% | -7.2% | -90.8% | -98.2% |
| 1Y | -98.3% | -6.1% | -92.2% | -98.4% |
| All | -98.3% | -5.7% | -92.6% | -98.4% |
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