-10.0%
DHR vs PEG
+43.5%
-53.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | -0.2% |
| 7D | +1.2% | +4.5% | -3.3% | -0.4% |
| 30D | +3.7% | +7.5% | -3.8% | +0.9% |
| 3M | +14.5% | +0.8% | +13.6% | +13.9% |
| 6M | +40.9% | 0.0% | +40.9% | +40.6% |
| YTD | +2.4% | -3.0% | +5.4% | +2.8% |
| 1Y | +6.1% | -4.7% | +10.9% | +7.4% |
| 3Y | +21.0% | +36.5% | -15.5% | -2.3% |
| All | -10.0% | +43.5% | -53.5% | -27.4% |
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 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