+143.4%
PEG vs DGX
+255.3%
-112.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | -0.9% | -0.9% | 0.0% | -0.6% |
| 30D | -3.7% | -1.2% | -2.6% | -3.4% |
| 3M | -7.3% | +15.8% | -23.0% | -11.7% |
| 6M | -10.5% | +18.2% | -28.7% | -15.5% |
| YTD | -7.5% | +37.2% | -44.7% | -16.9% |
| 1Y | -8.7% | +30.4% | -39.1% | -16.8% |
| 3Y | +31.4% | +96.7% | -65.3% | +3.2% |
| 5Y | +37.8% | +67.2% | -29.4% | +12.8% |
| All | +143.4% | +255.3% | -112.0% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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