+3.1%
FERG vs PEG
-6.2%
+9.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | +7.7% | +1.0% | +6.7% | +7.4% |
| 30D | +11.5% | +6.6% | +4.9% | +9.5% |
| 3M | -2.4% | -3.1% | +0.8% | -1.2% |
| 6M | -4.0% | -7.4% | +3.4% | -1.5% |
| YTD | +13.4% | -6.4% | +19.8% | +15.0% |
| 1Y | +3.1% | -7.4% | +10.5% | +5.3% |
| All | +3.1% | -6.2% | +9.2% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling