+104,095.6%
FICO vs PEG
+2,907.1%
+101,188.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.5% | -16.6% |
| 7D | -19.2% | +0.7% | -19.9% | -19.4% |
| 30D | -14.6% | -2.4% | -12.2% | -13.8% |
| 3M | -20.1% | -4.8% | -15.3% | -18.7% |
| 6M | -36.3% | -10.7% | -25.6% | -33.8% |
| YTD | -44.9% | -6.7% | -38.2% | -43.8% |
| 1Y | -38.6% | -6.8% | -31.8% | -37.6% |
| 3Y | +4.0% | +34.5% | -30.5% | -9.3% |
| 5Y | +99.5% | +35.8% | +63.8% | +72.0% |
| 10Y | +604.7% | +141.7% | +462.9% | +386.6% |
| All | +104,095.6% | +2,907.1% | +101,188.5% | +41,909.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling