+2,441.0%
PEG vs DAR
+1,373.4%
+1,067.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.4% |
| 7D | +2.6% | -3.8% | +6.4% | +2.8% |
| 30D | +3.3% | -14.4% | +17.7% | +4.0% |
| 3M | +1.1% | -17.9% | +19.0% | +1.9% |
| 6M | -1.4% | -18.3% | +16.9% | -0.7% |
| YTD | -4.6% | +43.2% | -47.8% | -6.4% |
| 1Y | -7.2% | +57.7% | -64.9% | -9.4% |
| 3Y | +33.7% | +22.7% | +11.0% | +31.1% |
| 5Y | +40.8% | -34.0% | +74.9% | +41.2% |
| 10Y | +162.8% | +279.5% | -116.7% | +143.4% |
| All | +2,441.0% | +1,373.4% | +1,067.6% | +2,216.3% |
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 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