-27.4%
DOW vs PEG
+42.5%
-69.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +3.7% | +2.3% | +1.3% | +2.8% |
| 30D | +16.3% | +6.1% | +10.1% | +13.8% |
| 3M | +9.7% | -0.5% | +10.2% | +9.8% |
| 6M | -14.1% | -3.2% | -10.9% | -13.4% |
| YTD | +46.6% | -4.4% | +51.0% | +47.8% |
| 1Y | +56.8% | -7.4% | +64.2% | +60.1% |
| 3Y | -20.4% | +33.9% | -54.3% | -32.4% |
| 5Y | -27.4% | +42.3% | -69.7% | -41.6% |
| All | -27.4% | +42.5% | -69.9% | -41.6% |
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