-13.9%
DT vs PEG
+33.3%
-47.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | -5.4% | +1.5% | -6.9% | -5.5% |
| 30D | -32.2% | +5.0% | -37.2% | -32.3% |
| 3M | -10.9% | -0.3% | -10.6% | -10.8% |
| 6M | +10.0% | -2.7% | +12.6% | +10.1% |
| YTD | +2.1% | -5.1% | +7.2% | +2.1% |
| 1Y | -5.5% | -8.3% | +2.7% | -4.9% |
| All | -13.9% | +33.3% | -47.2% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling