+35.6%
PEG vs DG
-39.5%
+75.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.1% |
| 7D | -0.1% | -4.8% | +4.7% | +0.3% |
| 30D | -1.7% | +1.8% | -3.5% | -1.9% |
| 3M | -6.8% | +14.5% | -21.2% | -7.9% |
| 6M | -11.4% | -13.6% | +2.2% | -10.5% |
| YTD | -7.2% | -4.8% | -2.4% | -7.2% |
| 1Y | -6.1% | +21.6% | -27.7% | -8.4% |
| 3Y | +31.8% | +4.5% | +27.3% | +28.9% |
| 5Y | +35.6% | -38.5% | +74.1% | +44.9% |
| All | +35.6% | -39.5% | +75.1% | +44.9% |
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