+2,878.2%
PEG vs DOV
+6,035.5%
-3,157.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.5% |
| 7D | +1.0% | +2.5% | -1.5% | +0.3% |
| 30D | -1.9% | -7.5% | +5.6% | +0.2% |
| 3M | -3.7% | -9.7% | +6.0% | -1.2% |
| 6M | -9.4% | -6.1% | -3.3% | -8.3% |
| YTD | -6.0% | +0.5% | -6.5% | -6.8% |
| 1Y | -4.4% | +10.5% | -14.9% | -8.0% |
| 3Y | +33.5% | +41.7% | -8.2% | +18.5% |
| 5Y | +35.7% | +18.4% | +17.3% | +25.3% |
| 10Y | +140.4% | +289.8% | -149.3% | +59.0% |
| All | +2,878.2% | +6,035.5% | -3,157.3% | +935.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling