+30.6%
PEG vs DG
+4.6%
+25.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -2.1% |
| 7D | -1.0% | -4.8% | +3.8% | -0.8% |
| 30D | -2.6% | +1.8% | -4.4% | -2.7% |
| 3M | -7.6% | +14.5% | -22.1% | -8.2% |
| 6M | -12.2% | -13.6% | +1.4% | -11.7% |
| YTD | -8.1% | -4.8% | -3.2% | -8.0% |
| 1Y | -7.0% | +21.6% | -28.5% | -8.2% |
| All | +30.6% | +4.6% | +25.9% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling