-58.4%
FICO vs PEG
-7.0%
-51.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +0.9% |
| 7D | +0.9% | +2.6% | -1.7% | +1.1% |
| 30D | +9.4% | +3.3% | +6.1% | +9.8% |
| 3M | -30.4% | +1.1% | -31.5% | -30.0% |
| 6M | -35.1% | -1.4% | -33.7% | -34.6% |
| YTD | -56.8% | -4.6% | -52.2% | -57.0% |
| 1Y | -58.4% | -7.2% | -51.2% | -57.9% |
| All | -58.4% | -7.0% | -51.4% | -57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling