+2,091.8%
PEG vs DRI
+8,100.2%
-6,008.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +3.1% |
| 7D | +0.9% | +3.1% | -2.2% | +0.3% |
| 30D | +3.8% | +16.2% | -12.4% | +0.9% |
| 3M | +0.1% | +8.4% | -8.3% | -1.6% |
| 6M | -1.0% | +19.0% | -20.0% | -4.4% |
| YTD | -4.1% | +28.8% | -33.0% | -9.1% |
| 1Y | -6.9% | +33.1% | -40.0% | -12.2% |
| 3Y | +35.6% | +70.8% | -35.1% | +20.8% |
| 5Y | +42.8% | +74.2% | -31.5% | +25.2% |
| 10Y | +160.2% | +345.5% | -185.3% | +81.2% |
| All | +2,091.8% | +8,100.2% | -6,008.4% | +914.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling