+3,455.1%
DLR vs PEG
+704.7%
+2,750.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.6% |
| 7D | +3.3% | +4.5% | -1.2% | +1.0% |
| 30D | +4.6% | +7.5% | -2.9% | +0.7% |
| 3M | -8.3% | +0.8% | -9.1% | -8.8% |
| 6M | -5.6% | 0.0% | -5.6% | -5.8% |
| YTD | +18.7% | -3.0% | +21.8% | +20.1% |
| 1Y | +17.1% | -4.7% | +21.8% | +19.5% |
| 3Y | +54.4% | +36.5% | +17.9% | +30.3% |
| 5Y | +36.5% | +44.4% | -7.9% | +12.0% |
| 10Y | +187.7% | +170.2% | +17.5% | +68.3% |
| All | +3,455.1% | +704.7% | +2,750.4% | +1,421.6% |
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