-6.8%
PEG vs DD
+41.5%
-48.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +0.7% | -3.5% | +4.2% | +0.9% |
| 30D | -2.4% | -10.3% | +7.9% | -1.8% |
| 3M | -4.8% | -7.5% | +2.8% | -4.3% |
| 6M | -10.7% | -8.0% | -2.7% | -10.5% |
| YTD | -6.7% | +10.5% | -17.1% | -6.9% |
| 1Y | -6.8% | +38.3% | -45.1% | -9.3% |
| All | -6.8% | +41.5% | -48.3% | -9.3% |
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