+143.7%
PEG vs DG
+99.2%
+44.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -0.9% | -6.3% | +5.4% | 0.0% |
| 30D | -2.8% | +2.4% | -5.2% | -3.2% |
| 3M | -6.9% | +12.4% | -19.4% | -8.7% |
| 6M | -11.4% | -14.9% | +3.5% | -9.7% |
| YTD | -7.4% | -6.1% | -1.3% | -7.2% |
| 1Y | -8.3% | +17.9% | -26.1% | -11.6% |
| 3Y | +31.5% | +3.1% | +28.4% | +26.0% |
| 5Y | +38.0% | -38.7% | +76.6% | +46.6% |
| All | +143.7% | +99.2% | +44.5% | +114.2% |
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