+4.4%
FICO vs PEG
+34.5%
-30.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.5% | -16.7% |
| 7D | -19.2% | +0.7% | -19.9% | -19.3% |
| 30D | -14.6% | -2.4% | -12.2% | -14.2% |
| 3M | -20.1% | -4.8% | -15.3% | -19.3% |
| 6M | -36.3% | -10.7% | -25.6% | -34.8% |
| YTD | -44.9% | -6.7% | -38.2% | -44.3% |
| 1Y | -38.6% | -6.8% | -31.8% | -38.1% |
| All | +4.4% | +34.5% | -30.1% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling