+167.5%
PEG vs DG
+105.2%
+62.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | +4.5% | +0.3% | +4.2% | +4.5% |
| 30D | +7.5% | +3.2% | +4.3% | +6.9% |
| 3M | +0.8% | +10.4% | -9.6% | -0.8% |
| 6M | 0.0% | +33.2% | -33.1% | -4.5% |
| YTD | -3.0% | +3.0% | -6.0% | -4.2% |
| 1Y | -4.7% | +31.2% | -36.0% | -9.7% |
| 3Y | +36.5% | +21.8% | +14.7% | +26.9% |
| 5Y | +44.4% | -35.0% | +79.3% | +52.8% |
| All | +167.5% | +105.2% | +62.3% | +132.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling