+35.7%
PEG vs DAR
-8.5%
+44.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.4% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | -1.9% | +13.0% | -14.8% | -3.2% |
| 3M | -3.7% | +15.0% | -18.7% | -5.2% |
| 6M | -9.4% | +26.8% | -36.3% | -12.0% |
| YTD | -6.0% | +86.4% | -92.4% | -12.6% |
| 1Y | -4.4% | +115.1% | -119.5% | -12.8% |
| 3Y | +33.5% | +14.6% | +18.9% | +30.1% |
| 5Y | +35.7% | -8.8% | +44.5% | +36.0% |
| All | +35.7% | -8.5% | +44.3% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling