+1,526.4%
FERG vs PEG
+321.6%
+1,204.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | +9.7% | +4.5% | +5.2% | +9.2% |
| 30D | +15.0% | +7.5% | +7.5% | +14.1% |
| 3M | +3.8% | +0.8% | +2.9% | +3.6% |
| 6M | +10.6% | 0.0% | +10.6% | +10.6% |
| YTD | +17.0% | -3.0% | +20.0% | +17.3% |
| 1Y | +7.1% | -4.7% | +11.8% | +7.6% |
| 3Y | +67.7% | +36.5% | +31.3% | +62.6% |
| 5Y | +76.4% | +44.4% | +32.1% | +70.2% |
| 10Y | +424.2% | +170.2% | +254.0% | +404.3% |
| All | +1,526.4% | +321.6% | +1,204.8% | +1,658.5% |
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