+1,348.4%
FERG vs PEG
+305.8%
+1,042.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.3% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -10.2% | -2.4% | -7.7% | -10.0% |
| 3M | -0.6% | -4.8% | +4.2% | 0.0% |
| 6M | -6.5% | -10.7% | +4.2% | -5.4% |
| YTD | +4.2% | -6.7% | +10.9% | +4.9% |
| 1Y | -2.3% | -6.8% | +4.6% | -1.6% |
| 3Y | +48.5% | +34.5% | +14.0% | +44.3% |
| 5Y | +72.0% | +35.8% | +36.3% | +66.7% |
| 10Y | +369.9% | +141.7% | +228.1% | +354.2% |
| All | +1,348.4% | +305.8% | +1,042.6% | +1,473.1% |
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