+148.7%
PEG vs DAR
+364.6%
-215.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -1.7% | +7.4% | -9.2% | -3.0% |
| 3M | -6.8% | +15.7% | -22.5% | -9.4% |
| 6M | -11.4% | +30.0% | -41.4% | -15.7% |
| YTD | -7.2% | +87.5% | -94.8% | -17.4% |
| 1Y | -6.1% | +113.4% | -119.5% | -18.7% |
| 3Y | +31.8% | +15.3% | +16.5% | +24.8% |
| 5Y | +35.6% | -4.3% | +39.9% | +29.3% |
| 10Y | +148.7% | +380.2% | -231.4% | +58.3% |
| All | +148.7% | +364.6% | -215.9% | +58.3% |
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