+0.1%
DOW vs PEG
+65.1%
-65.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -1.2% |
| 7D | +5.2% | +4.5% | +0.7% | +2.5% |
| 30D | +13.2% | +7.5% | +5.6% | +8.4% |
| 3M | +10.1% | +0.8% | +9.2% | +9.2% |
| 6M | -13.1% | 0.0% | -13.1% | -13.8% |
| YTD | +46.1% | -3.0% | +49.2% | +46.6% |
| 1Y | +50.0% | -4.7% | +54.8% | +52.1% |
| 3Y | -20.2% | +36.5% | -56.7% | -38.5% |
| 5Y | -27.7% | +44.4% | -72.0% | -48.0% |
| All | +0.1% | +65.1% | -65.0% | -38.3% |
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