-35.9%
DOW vs PEG
+33.9%
-69.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -6.0% | -0.1% | -5.9% | -6.0% |
| 30D | -2.7% | -1.7% | -1.0% | -2.2% |
| 3M | -10.5% | -6.8% | -3.7% | -8.3% |
| 6M | -12.4% | -11.4% | -1.1% | -8.9% |
| YTD | +30.0% | -7.2% | +37.3% | +32.6% |
| 1Y | +27.8% | -6.1% | +33.9% | +29.3% |
| 3Y | -34.9% | +31.8% | -66.7% | -44.3% |
| 5Y | -35.9% | +35.6% | -71.5% | -46.6% |
| All | -35.9% | +33.9% | -69.8% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling