+31.7%
PEG vs DG
+4.6%
+27.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-09 to 2026-09-09.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.2% |
| 7D | -0.1% | -4.8% | +4.7% | +0.1% |
| 30D | -1.7% | +1.8% | -3.5% | -1.8% |
| 3M | -6.8% | +14.5% | -21.2% | -7.4% |
| 6M | -11.4% | -13.6% | +2.2% | -10.9% |
| YTD | -7.2% | -4.8% | -2.4% | -7.2% |
| 1Y | -6.1% | +21.6% | -27.7% | -7.4% |
| All | +31.7% | +4.6% | +27.1% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2023-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded DG 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…
2023-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling