+284.0%
FITB vs PEG
+148.0%
+136.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -0.3% | -0.9% | +0.6% | +0.3% |
| 30D | -5.7% | -3.7% | -2.0% | -3.4% |
| 3M | +3.2% | -7.3% | +10.4% | +8.0% |
| 6M | +23.4% | -10.5% | +33.9% | +31.6% |
| YTD | +18.8% | -7.5% | +26.3% | +23.4% |
| 1Y | +25.0% | -8.7% | +33.7% | +30.4% |
| 3Y | +131.2% | +31.4% | +99.8% | +81.8% |
| 5Y | +70.7% | +37.8% | +32.9% | +26.4% |
| All | +284.0% | +148.0% | +136.0% | +137.9% |
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