+87.8%
DT vs PEG
+69.7%
+18.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.7% |
| 7D | +3.1% | +4.5% | -1.4% | +1.7% |
| 30D | -29.5% | +7.5% | -37.1% | -31.1% |
| 3M | -11.7% | +0.8% | -12.6% | -12.1% |
| 6M | +29.0% | 0.0% | +29.0% | +28.4% |
| YTD | +3.4% | -3.0% | +6.4% | +3.4% |
| 1Y | -4.2% | -4.7% | +0.5% | -3.6% |
| 3Y | -12.8% | +36.5% | -49.3% | -25.6% |
| 5Y | -39.6% | +44.4% | -83.9% | -50.6% |
| All | +87.8% | +69.7% | +18.2% | +27.9% |
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