-100.0%
DFNS vs PEG
+43.1%
-143.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | 0.0% |
| 7D | -42.8% | +0.9% | -43.7% | -42.3% |
| 30D | -67.6% | +3.8% | -71.4% | -66.3% |
| 3M | -94.9% | +0.1% | -94.9% | -94.8% |
| 6M | -96.7% | -1.0% | -95.8% | -96.7% |
| YTD | -99.6% | -4.1% | -95.5% | -99.6% |
| 1Y | -99.7% | -6.9% | -92.9% | -99.8% |
| 3Y | -100.0% | +35.6% | -135.6% | -100.0% |
| 5Y | -100.0% | +42.8% | -142.7% | -100.0% |
| All | -100.0% | +43.1% | -143.1% | -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 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