+143.7%
PEG vs DRI
+348.7%
-205.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -0.9% | -4.8% | +3.9% | +0.1% |
| 30D | -2.8% | -5.2% | +2.4% | -1.7% |
| 3M | -6.9% | +2.7% | -9.7% | -7.7% |
| 6M | -11.4% | +3.6% | -15.0% | -12.4% |
| YTD | -7.4% | +15.4% | -22.8% | -10.8% |
| 1Y | -8.3% | +1.3% | -9.5% | -9.3% |
| 3Y | +31.5% | +53.1% | -21.6% | +17.1% |
| 5Y | +38.0% | +64.6% | -26.6% | +18.9% |
| All | +143.7% | +348.7% | -205.0% | +66.0% |
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