-83.6%
FIG vs PEG
-11.7%
-71.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.1% |
| 7D | +2.6% | +2.3% | +0.3% | +3.2% |
| 30D | -13.1% | +6.1% | -19.2% | -11.4% |
| 3M | -20.3% | -0.5% | -19.8% | -21.0% |
| 6M | -2.1% | -3.2% | +1.0% | -3.1% |
| YTD | -49.4% | -4.4% | -44.9% | -50.0% |
| 1Y | -57.0% | -7.4% | -49.6% | -57.6% |
| All | -83.6% | -11.7% | -71.9% | -86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling