+203.8%
DHR vs PEG
+148.0%
+55.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -3.6% | -0.9% | -2.7% | -3.3% |
| 30D | -2.7% | -3.7% | +1.0% | -1.4% |
| 3M | +10.9% | -7.3% | +18.2% | +14.0% |
| 6M | +3.0% | -10.5% | +13.5% | +7.0% |
| YTD | -12.2% | -7.5% | -4.7% | -10.2% |
| 1Y | +3.3% | -8.7% | +12.0% | +6.0% |
| 3Y | -8.2% | +31.4% | -39.6% | -20.4% |
| 5Y | -29.9% | +37.8% | -67.7% | -40.6% |
| All | +203.8% | +148.0% | +55.8% | +114.5% |
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