-56.6%
FIG vs PEG
-6.5%
-50.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.5% |
| 7D | -12.2% | -0.9% | -11.3% | -12.4% |
| 30D | -11.0% | -2.8% | -8.2% | -11.5% |
| 3M | +11.9% | -6.9% | +18.8% | +10.5% |
| 6M | -21.9% | -11.4% | -10.5% | -21.2% |
| YTD | -40.8% | -7.4% | -33.4% | -42.1% |
| 1Y | -56.6% | -8.3% | -48.4% | -57.4% |
| All | -56.6% | -6.5% | -50.1% | -57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling