+1,443.7%
FANG vs PEG
+266.3%
+1,177.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +1.2% | -0.9% | +2.1% | +1.6% |
| 30D | +2.4% | -2.8% | +5.1% | +3.7% |
| 3M | +5.1% | -6.9% | +12.0% | +8.6% |
| 6M | +16.4% | -11.4% | +27.8% | +22.5% |
| YTD | +39.0% | -7.4% | +46.3% | +42.7% |
| 1Y | +50.6% | -8.3% | +58.9% | +55.0% |
| 3Y | +46.9% | +31.5% | +15.4% | +23.1% |
| 5Y | +238.2% | +38.0% | +200.3% | +170.4% |
| 10Y | +181.3% | +148.3% | +32.9% | +80.8% |
| All | +1,443.7% | +266.3% | +1,177.4% | +711.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling