+74,417.0%
FAST vs PEG
+2,889.6%
+71,527.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | +2.1% | -2.3% | +4.3% | +3.0% |
| 30D | +6.9% | +1.2% | +5.7% | +6.3% |
| 3M | +4.8% | -2.4% | +7.2% | +5.6% |
| 6M | +19.8% | -6.9% | +26.6% | +22.7% |
| YTD | +34.9% | -7.2% | +42.1% | +38.2% |
| 1Y | +32.8% | -8.9% | +41.6% | +36.9% |
| 3Y | +93.7% | +27.1% | +66.6% | +71.7% |
| 5Y | +105.3% | +33.8% | +71.5% | +77.3% |
| 10Y | +595.4% | +150.2% | +445.2% | +352.9% |
| All | +74,417.0% | +2,889.6% | +71,527.4% | +18,092.1% |
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