+571.3%
FE vs PEG
+1,753.1%
-1,181.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.0% |
| 7D | -1.0% | -2.3% | +1.2% | +0.5% |
| 30D | +4.1% | +1.2% | +2.9% | +3.3% |
| 3M | -1.0% | -2.4% | +1.3% | +0.4% |
| 6M | +4.0% | -6.9% | +10.9% | +8.8% |
| YTD | +6.8% | -7.2% | +14.0% | +11.7% |
| 1Y | +5.3% | -8.9% | +14.1% | +11.4% |
| 3Y | +44.6% | +27.1% | +17.5% | +19.4% |
| 5Y | +44.2% | +33.8% | +10.4% | +14.6% |
| 10Y | +107.3% | +150.2% | -42.9% | +7.2% |
| All | +571.3% | +1,753.1% | -1,181.8% | +0.5% |
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