+176.5%
DLR vs PEG
+148.0%
+28.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +0.1% | -0.9% | +1.0% | +0.6% |
| 30D | -4.3% | -3.7% | -0.6% | -2.3% |
| 3M | +3.8% | -7.3% | +11.1% | +8.3% |
| 6M | +5.8% | -10.5% | +16.3% | +12.4% |
| YTD | +23.5% | -7.5% | +31.0% | +28.6% |
| 1Y | +11.1% | -8.7% | +19.8% | +16.4% |
| 3Y | +57.9% | +31.4% | +26.5% | +33.5% |
| 5Y | +44.0% | +37.8% | +6.2% | +18.5% |
| All | +176.5% | +148.0% | +28.5% | +56.5% |
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