+404.6%
DHI vs PEG
+148.0%
+256.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -3.4% | -0.9% | -2.5% | -3.0% |
| 30D | -5.4% | -3.7% | -1.7% | -3.7% |
| 3M | -10.4% | -7.3% | -3.2% | -7.0% |
| 6M | -2.8% | -10.5% | +7.7% | +2.6% |
| YTD | -3.4% | -7.5% | +4.1% | +0.2% |
| 1Y | -22.9% | -8.7% | -14.2% | -19.6% |
| 3Y | +20.7% | +31.4% | -10.7% | 0.0% |
| 5Y | +62.1% | +37.8% | +24.4% | +28.6% |
| All | +404.6% | +148.0% | +256.6% | +202.0% |
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