+1,107.0%
DIA vs PEG
+1,497.5%
-390.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +2.1% | +4.5% | -2.4% | +0.4% |
| 30D | +1.5% | +7.5% | -6.1% | -1.4% |
| 3M | -2.4% | +0.8% | -3.3% | -2.9% |
| 6M | +6.0% | 0.0% | +5.9% | +5.6% |
| YTD | +10.1% | -3.0% | +13.1% | +10.6% |
| 1Y | +11.8% | -4.7% | +16.6% | +13.1% |
| 3Y | +59.7% | +36.5% | +23.2% | +38.2% |
| 5Y | +57.9% | +44.4% | +13.5% | +32.3% |
| 10Y | +236.2% | +170.2% | +66.0% | +116.6% |
| All | +1,107.0% | +1,497.5% | -390.5% | +330.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling