+69,298.0%
FAST vs PEG
+2,907.1%
+66,391.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.4% | +0.7% | -1.1% | -0.6% |
| 30D | -0.8% | -2.4% | +1.7% | +0.1% |
| 3M | +5.8% | -4.8% | +10.5% | +7.7% |
| 6M | +8.0% | -10.7% | +18.7% | +12.7% |
| YTD | +25.6% | -6.7% | +32.3% | +28.6% |
| 1Y | +0.8% | -6.8% | +7.7% | +3.0% |
| 3Y | +86.1% | +34.5% | +51.6% | +61.2% |
| 5Y | +100.2% | +35.8% | +64.5% | +72.1% |
| 10Y | +494.2% | +141.7% | +352.4% | +292.6% |
| All | +69,298.0% | +2,907.1% | +66,391.0% | +16,832.5% |
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