+141.6%
FITB vs PEG
+36.1%
+105.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +2.8% | +4.5% | -1.8% | +1.2% |
| 30D | +9.8% | +7.5% | +2.3% | +7.1% |
| 3M | -5.2% | +0.8% | -6.0% | -5.5% |
| 6M | +17.3% | 0.0% | +17.3% | +17.2% |
| YTD | +19.3% | -3.0% | +22.3% | +19.6% |
| 1Y | +32.7% | -4.7% | +37.4% | +33.9% |
| 3Y | +141.6% | +36.5% | +105.1% | +98.3% |
| All | +141.6% | +36.1% | +105.5% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling