-3.4%
DT vs PEG
-7.6%
+4.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.7% |
| 7D | +2.7% | +2.3% | +0.4% | +3.4% |
| 30D | -30.4% | +6.1% | -36.5% | -28.9% |
| 3M | -9.4% | -0.5% | -8.9% | -9.7% |
| 6M | +14.5% | -3.2% | +17.7% | +13.3% |
| YTD | +3.6% | -4.4% | +8.0% | +3.0% |
| 1Y | -3.4% | -7.4% | +3.9% | -2.8% |
| All | -3.4% | -7.6% | +4.1% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling