+2,385.1%
PEG vs DAR
+1,762.6%
+622.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | -0.1% |
| 7D | +0.7% | +1.4% | -0.7% | +0.6% |
| 30D | -2.4% | +12.8% | -15.2% | -3.0% |
| 3M | -4.8% | +7.4% | -12.2% | -5.2% |
| 6M | -10.7% | +22.3% | -33.0% | -11.7% |
| YTD | -6.7% | +81.1% | -87.8% | -9.4% |
| 1Y | -6.8% | +106.5% | -113.3% | -10.3% |
| 3Y | +34.5% | +5.3% | +29.2% | +32.7% |
| 5Y | +35.8% | -11.5% | +47.3% | +34.3% |
| 10Y | +141.7% | +353.3% | -211.6% | +121.9% |
| All | +2,385.1% | +1,762.6% | +622.5% | +2,141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling