+84.4%
FICO vs PEG
+43.5%
+40.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | -0.1% |
| 7D | +2.2% | +4.5% | -2.3% | +0.8% |
| 30D | +0.1% | +7.5% | -7.5% | -2.3% |
| 3M | -35.2% | +0.8% | -36.0% | -35.4% |
| 6M | -32.4% | 0.0% | -32.4% | -32.6% |
| YTD | -57.4% | -3.0% | -54.4% | -57.3% |
| 1Y | -58.5% | -4.7% | -53.8% | -58.1% |
| 3Y | -28.9% | +36.5% | -65.3% | -39.7% |
| All | +84.4% | +43.5% | +40.9% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling