+58.3%
DIA vs PEG
+31.0%
+27.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | -1.2% | -1.0% | -0.3% | -1.0% |
| 30D | -2.7% | -2.6% | -0.1% | -2.1% |
| 3M | +3.3% | -7.6% | +10.9% | +5.1% |
| 6M | +10.4% | -12.2% | +22.6% | +13.7% |
| YTD | +10.0% | -8.1% | +18.1% | +11.7% |
| 1Y | +16.2% | -7.0% | +23.2% | +17.4% |
| All | +58.3% | +31.0% | +27.4% | +48.5% |
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 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