+576.2%
FE vs PEG
+1,763.9%
-1,187.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +1.9% | +0.7% | +1.2% | +1.5% |
| 30D | -1.2% | -2.4% | +1.3% | +0.5% |
| 3M | +3.5% | -4.8% | +8.3% | +6.9% |
| 6M | -6.1% | -10.7% | +4.6% | +1.0% |
| YTD | +7.6% | -6.7% | +14.3% | +12.3% |
| 1Y | +11.9% | -6.8% | +18.8% | +16.6% |
| 3Y | +48.4% | +34.5% | +13.9% | +18.1% |
| 5Y | +44.8% | +35.8% | +9.0% | +14.0% |
| 10Y | +115.9% | +141.7% | -25.9% | +14.3% |
| All | +576.2% | +1,763.9% | -1,187.7% | +1.0% |
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