+114.1%
DT vs PEG
+61.9%
+52.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | +3.0% | -3.7% | +6.8% | +4.3% |
| 3M | +26.5% | -7.3% | +33.8% | +29.4% |
| 6M | +35.9% | -10.5% | +46.4% | +40.2% |
| YTD | +17.8% | -7.5% | +25.3% | +19.8% |
| 1Y | +4.1% | -8.7% | +12.8% | +6.1% |
| 3Y | +5.3% | +31.4% | -26.1% | -9.1% |
| 5Y | -27.2% | +37.8% | -65.0% | -39.5% |
| All | +114.1% | +61.9% | +52.3% | +48.2% |
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 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