-8.3%
PEG vs DRI
+36.0%
-44.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +1.5% | -0.7% | +2.2% | +1.5% |
| 30D | +5.0% | +14.7% | -9.7% | +3.7% |
| 3M | -0.3% | +5.4% | -5.8% | -0.8% |
| 6M | -2.7% | +18.8% | -21.5% | -4.5% |
| YTD | -5.1% | +28.4% | -33.4% | -8.5% |
| 1Y | -8.3% | +37.7% | -45.9% | -12.5% |
| All | -8.3% | +36.0% | -44.3% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling