+109.2%
FE vs PEG
+145.3%
-36.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.2% |
| 7D | +0.6% | +1.0% | -0.4% | -0.1% |
| 30D | -2.1% | -1.9% | -0.3% | -0.9% |
| 3M | +2.6% | -3.7% | +6.3% | +5.4% |
| 6M | -6.8% | -9.4% | +2.7% | -0.3% |
| YTD | +6.9% | -6.0% | +12.9% | +11.1% |
| 1Y | +11.6% | -4.4% | +15.9% | +14.2% |
| 3Y | +47.7% | +33.5% | +14.2% | +14.1% |
| 5Y | +46.2% | +35.7% | +10.5% | +10.7% |
| 10Y | +109.2% | +140.4% | -31.2% | -2.2% |
| All | +109.2% | +145.3% | -36.1% | -2.2% |
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