+351.3%
FERG vs PEG
+148.0%
+203.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | -8.9% | -3.7% | -5.2% | -8.3% |
| 3M | -2.0% | -7.3% | +5.2% | -0.9% |
| 6M | -3.2% | -10.5% | +7.3% | -1.5% |
| YTD | +1.5% | -7.5% | +9.0% | +2.7% |
| 1Y | +0.5% | -8.7% | +9.2% | +1.8% |
| 3Y | +50.4% | +31.4% | +19.1% | +44.2% |
| 5Y | +68.7% | +37.8% | +30.9% | +60.6% |
| All | +351.3% | +148.0% | +203.3% | +341.0% |
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 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