+164.5%
PEG vs DRI
+339.9%
-175.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +1.5% | -0.7% | +2.2% | +1.6% |
| 30D | +5.0% | +14.7% | -9.7% | +1.9% |
| 3M | -0.3% | +5.4% | -5.8% | -1.7% |
| 6M | -2.7% | +18.8% | -21.5% | -6.6% |
| YTD | -5.1% | +28.4% | -33.4% | -10.9% |
| 1Y | -8.3% | +37.7% | -45.9% | -15.2% |
| 3Y | +33.0% | +68.0% | -34.9% | +15.9% |
| 5Y | +41.3% | +78.8% | -37.5% | +19.6% |
| 10Y | +164.5% | +334.2% | -169.6% | +81.3% |
| All | +164.5% | +339.9% | -175.3% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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