+2,971.7%
PEG vs DD
+1,141.0%
+1,830.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +4.5% | +5.0% | -0.5% | +3.4% |
| 30D | +7.5% | +19.7% | -12.2% | +3.1% |
| 3M | +0.8% | +7.2% | -6.3% | -1.0% |
| 6M | 0.0% | +1.0% | -1.0% | -0.7% |
| YTD | -3.0% | +29.1% | -32.1% | -9.5% |
| 1Y | -4.7% | +28.5% | -33.2% | -11.0% |
| 3Y | +36.5% | +89.4% | -53.0% | +14.6% |
| 5Y | +44.4% | +67.1% | -22.8% | +23.0% |
| 10Y | +170.2% | +97.5% | +72.7% | +108.9% |
| All | +2,971.7% | +1,141.0% | +1,830.7% | +1,419.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling