-1.7%
PEG vs DRI
+19.1%
-20.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +3.1% |
| 7D | +0.9% | +3.1% | -2.2% | +0.5% |
| 30D | +3.8% | +16.2% | -12.4% | +2.3% |
| 3M | +0.1% | +8.4% | -8.3% | -0.9% |
| All | -1.7% | +19.1% | -20.8% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling