-24.1%
FICO vs PEG
+25.9%
-50.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.9% | -2.3% | +1.3% | -0.5% |
| 30D | +3.3% | +1.2% | +2.1% | +3.0% |
| 3M | -31.7% | -2.4% | -29.4% | -31.4% |
| 6M | -34.0% | -6.9% | -27.1% | -33.0% |
| YTD | -58.3% | -7.2% | -51.1% | -57.8% |
| 1Y | -57.9% | -8.9% | -49.1% | -57.2% |
| 3Y | -24.1% | +27.1% | -51.2% | -24.8% |
| All | -24.1% | +25.9% | -50.0% | -24.8% |
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