+81.0%
F vs PEG
+155.4%
-74.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -1.1% |
| 7D | -0.6% | +0.9% | -1.5% | -1.1% |
| 30D | +2.9% | +3.8% | -0.9% | +0.9% |
| 3M | -9.5% | +0.1% | -9.5% | -9.7% |
| 6M | +4.0% | -1.0% | +5.0% | +4.0% |
| YTD | -1.3% | -4.1% | +2.9% | 0.0% |
| 1Y | -1.9% | -6.9% | +4.9% | +0.8% |
| 3Y | +53.5% | +35.6% | +17.8% | +25.5% |
| 5Y | -15.1% | +42.8% | -57.9% | -32.9% |
| 10Y | +81.0% | +160.2% | -79.2% | +18.8% |
| All | +81.0% | +155.4% | -74.4% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling