+124.3%
TDG vs PEG
+36.3%
+87.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.9% | -0.9% | -1.0% | -1.5% |
| 30D | -7.7% | -3.7% | -4.0% | -6.2% |
| 3M | -9.3% | -7.3% | -2.1% | -6.5% |
| 6M | -9.4% | -10.5% | +1.1% | -5.3% |
| YTD | -14.3% | -7.5% | -6.8% | -11.9% |
| 1Y | -11.8% | -8.7% | -3.1% | -9.2% |
| 3Y | +52.0% | +31.4% | +20.6% | +28.3% |
| All | +124.3% | +36.3% | +87.9% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling