+339.8%
PEG vs DG
+606.1%
-266.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +0.7% | +8.4% | -7.7% | -0.4% |
| 30D | -2.4% | +4.9% | -7.4% | -3.1% |
| 3M | -4.8% | +29.3% | -34.1% | -8.3% |
| 6M | -10.7% | -11.3% | +0.6% | -9.6% |
| YTD | -6.7% | +1.8% | -8.4% | -7.5% |
| 1Y | -6.8% | +25.3% | -32.2% | -10.8% |
| 3Y | +34.5% | +9.1% | +25.4% | +28.3% |
| 5Y | +35.8% | -34.9% | +70.6% | +40.4% |
| 10Y | +141.7% | +108.2% | +33.6% | +109.0% |
| All | +339.8% | +606.1% | -266.3% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling