+67.5%
FERG vs PEG
+35.4%
+32.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.0% | -0.9% | -0.1% | -0.7% |
| 30D | -11.8% | -2.8% | -9.1% | -11.0% |
| 3M | -1.2% | -6.9% | +5.7% | +1.2% |
| 6M | -2.3% | -11.4% | +9.1% | +1.7% |
| YTD | +0.8% | -7.4% | +8.2% | +3.2% |
| 1Y | +0.5% | -8.3% | +8.7% | +3.0% |
| 3Y | +51.4% | +31.5% | +19.8% | +31.2% |
| 5Y | +67.5% | +38.0% | +29.5% | +37.8% |
| All | +67.5% | +35.4% | +32.1% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling