+539.5%
FICO vs PEG
+161.7%
+377.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +4.0% | +1.5% | +2.5% | +3.3% |
| 30D | -1.5% | +5.0% | -6.5% | -3.8% |
| 3M | -29.8% | -0.3% | -29.5% | -30.0% |
| 6M | -33.3% | -2.7% | -30.6% | -32.9% |
| YTD | -56.9% | -5.1% | -51.8% | -56.4% |
| 1Y | -59.5% | -8.3% | -51.2% | -58.3% |
| 3Y | -26.9% | +33.0% | -59.9% | -39.8% |
| 5Y | +92.9% | +41.3% | +51.6% | +50.1% |
| 10Y | +539.5% | +164.5% | +374.9% | +270.6% |
| All | +539.5% | +161.7% | +377.8% | +270.6% |
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