+33.5%
PEG vs DAR
+14.9%
+18.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.5% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | -1.9% | +13.0% | -14.8% | -2.7% |
| 3M | -3.7% | +15.0% | -18.7% | -4.6% |
| 6M | -9.4% | +26.8% | -36.3% | -11.1% |
| YTD | -6.0% | +86.4% | -92.4% | -10.4% |
| 1Y | -4.4% | +115.1% | -119.5% | -10.0% |
| 3Y | +33.5% | +14.6% | +18.9% | +29.7% |
| All | +33.5% | +14.9% | +18.7% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling