+143.7%
PEG vs DD
+67.0%
+76.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.9% | -2.9% | +2.0% | -0.2% |
| 30D | -2.8% | -11.5% | +8.7% | +0.1% |
| 3M | -6.9% | -5.4% | -1.5% | -5.9% |
| 6M | -11.4% | -6.9% | -4.5% | -10.4% |
| YTD | -7.4% | +6.9% | -14.3% | -9.8% |
| 1Y | -8.3% | +35.6% | -43.9% | -16.3% |
| 3Y | +31.5% | +42.5% | -11.0% | +16.2% |
| 5Y | +38.0% | +58.5% | -20.5% | +15.9% |
| All | +143.7% | +67.0% | +76.7% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling