+2,085.1%
PEG vs DRI
+8,033.5%
-5,948.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | +2.3% | -0.3% | +2.7% | +2.4% |
| 30D | +6.1% | +10.8% | -4.7% | +4.1% |
| 3M | -0.5% | +0.9% | -1.4% | -0.9% |
| 6M | -3.2% | +16.3% | -19.5% | -6.1% |
| YTD | -4.4% | +27.8% | -32.2% | -9.2% |
| 1Y | -7.4% | +33.9% | -41.2% | -12.8% |
| 3Y | +33.9% | +67.2% | -33.2% | +19.8% |
| 5Y | +42.3% | +79.0% | -36.7% | +24.2% |
| 10Y | +166.4% | +332.2% | -165.8% | +86.5% |
| All | +2,085.1% | +8,033.5% | -5,948.4% | +912.8% |
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