+578.0%
FE vs PEG
+1,753.1%
-1,175.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | 0.0% |
| 7D | 0.0% | -2.3% | +2.2% | +1.5% |
| 30D | +5.2% | +1.2% | +4.0% | +4.3% |
| 3M | 0.0% | -2.4% | +2.3% | +1.4% |
| 6M | +5.0% | -6.9% | +11.9% | +9.9% |
| YTD | +7.9% | -7.2% | +15.1% | +12.8% |
| 1Y | +6.3% | -8.9% | +15.2% | +12.5% |
| 3Y | +46.0% | +27.1% | +18.9% | +20.6% |
| 5Y | +45.6% | +33.8% | +11.9% | +15.7% |
| 10Y | +109.3% | +150.2% | -40.8% | +8.2% |
| All | +578.0% | +1,753.1% | -1,175.1% | +1.5% |
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