+164.5%
PEG vs DAR
+290.1%
-125.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.4% |
| 7D | +1.5% | +3.6% | -2.1% | +0.8% |
| 30D | +5.0% | -11.3% | +16.3% | +6.9% |
| 3M | -0.3% | -13.1% | +12.8% | +1.7% |
| 6M | -2.7% | -15.1% | +12.5% | -0.6% |
| YTD | -5.1% | +50.5% | -55.6% | -12.6% |
| 1Y | -8.3% | +57.9% | -66.2% | -16.3% |
| 3Y | +33.0% | +28.9% | +4.1% | +21.9% |
| 5Y | +41.3% | -31.4% | +72.7% | +43.6% |
| 10Y | +164.5% | +301.0% | -136.5% | +76.7% |
| All | +164.5% | +290.1% | -125.5% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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