-8.3%
PEG vs DOV
+8.0%
-16.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | 0.0% |
| 7D | -0.9% | -1.9% | +1.0% | -0.7% |
| 30D | -2.8% | -9.9% | +7.1% | -1.9% |
| 3M | -6.9% | -12.1% | +5.2% | -6.0% |
| 6M | -11.4% | -10.4% | -1.0% | -10.4% |
| YTD | -7.4% | -3.3% | -4.1% | -5.3% |
| 1Y | -8.3% | +7.8% | -16.0% | -3.6% |
| All | -8.3% | +8.0% | -16.3% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 1y: compounded portfolio wealth divided by compounded DOV 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…
1y analysis · Full analysis span regression · 6 months rolling