+206.5%
FITB vs PEG
+171.2%
+35.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.2% |
| 7D | +2.8% | +4.5% | -1.8% | -0.1% |
| 30D | +9.8% | +7.5% | +2.3% | +4.7% |
| 3M | -5.2% | +0.8% | -6.0% | -5.9% |
| 6M | +17.3% | 0.0% | +17.3% | +16.8% |
| YTD | +19.3% | -3.0% | +22.3% | +20.1% |
| 1Y | +32.7% | -4.7% | +37.4% | +35.0% |
| 3Y | +141.6% | +36.5% | +105.1% | +84.0% |
| 5Y | +48.9% | +44.4% | +4.5% | +6.1% |
| All | +206.5% | +171.2% | +35.3% | +82.7% |
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