+2,878.2%
PEG vs DTE
+3,521.9%
-643.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.1% |
| 7D | +1.0% | +0.9% | +0.2% | +0.4% |
| 30D | -1.9% | -1.9% | 0.0% | -0.5% |
| 3M | -3.7% | -3.3% | -0.3% | -1.3% |
| 6M | -9.4% | -7.1% | -2.3% | -4.5% |
| YTD | -6.0% | +8.1% | -14.1% | -11.3% |
| 1Y | -4.4% | +5.3% | -9.6% | -8.1% |
| 3Y | +33.5% | +48.2% | -14.6% | -1.3% |
| 5Y | +35.7% | +33.2% | +2.5% | +8.5% |
| 10Y | +140.4% | +137.5% | +2.9% | +22.2% |
| All | +2,878.2% | +3,521.9% | -643.7% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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