+3,595.6%
DLR vs PEG
+674.5%
+2,921.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +1.6% | +0.7% | +0.9% | +1.2% |
| 30D | -3.4% | -2.4% | -0.9% | -2.1% |
| 3M | +0.5% | -4.8% | +5.3% | +3.0% |
| 6M | +4.6% | -10.7% | +15.2% | +10.6% |
| YTD | +23.4% | -6.7% | +30.1% | +27.5% |
| 1Y | +19.0% | -6.8% | +25.9% | +23.0% |
| 3Y | +56.5% | +34.5% | +22.0% | +33.3% |
| 5Y | +33.3% | +35.8% | -2.4% | +13.0% |
| 10Y | +165.1% | +141.7% | +23.4% | +64.2% |
| All | +3,595.6% | +674.5% | +2,921.2% | +1,515.2% |
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