+41.7%
PEG vs DG
-35.8%
+77.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.2% |
| 3M | +0.8% | +10.4% | -9.6% | -0.1% |
| 6M | 0.0% | +33.2% | -33.1% | -2.5% |
| YTD | -3.0% | +3.0% | -6.0% | -3.7% |
| 1Y | -4.7% | +31.2% | -36.0% | -7.6% |
| 3Y | +36.5% | +21.8% | +14.7% | +31.2% |
| All | +41.7% | -35.8% | +77.5% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling