-10.8%
DOW vs PEG
+58.9%
-69.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -2.4% | +0.7% | -3.1% | -2.8% |
| 30D | +0.4% | -2.4% | +2.8% | +1.7% |
| 3M | -14.4% | -4.8% | -9.6% | -12.2% |
| 6M | -7.0% | -10.7% | +3.7% | -1.4% |
| YTD | +30.2% | -6.7% | +36.9% | +33.9% |
| 1Y | +29.2% | -6.8% | +36.0% | +32.4% |
| 3Y | -36.7% | +34.5% | -71.2% | -50.9% |
| 5Y | -37.7% | +35.8% | -73.5% | -53.4% |
| All | -10.8% | +58.9% | -69.7% | -43.6% |
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