-7.4%
PEG vs DD
+49.3%
-56.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.6% |
| 7D | +1.0% | +8.7% | -7.7% | +0.6% |
| 30D | +6.6% | +15.3% | -8.7% | +5.6% |
| 3M | -3.1% | +5.9% | -9.0% | -3.6% |
| 6M | -7.4% | +11.6% | -18.9% | -8.0% |
| YTD | -6.4% | +26.5% | -33.0% | -5.6% |
| 1Y | -7.4% | +35.4% | -42.8% | -6.2% |
| All | -7.4% | +49.3% | -56.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling