-99.9%
DFNS vs PEG
+34.5%
-134.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | +0.4% |
| 7D | +0.8% | +1.0% | -0.2% | +2.4% |
| 30D | -73.2% | -1.9% | -71.4% | -73.8% |
| 3M | -72.4% | -3.7% | -68.8% | -73.9% |
| 6M | -95.2% | -9.4% | -85.8% | -95.8% |
| YTD | -98.0% | -6.0% | -92.0% | -98.1% |
| 1Y | -98.3% | -4.4% | -93.9% | -98.4% |
| 3Y | -99.9% | +33.5% | -133.4% | -99.9% |
| All | -99.9% | +34.5% | -134.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling