+69.4%
FITB vs PEG
+35.7%
+33.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +2.8% | +1.0% | +1.8% | +2.4% |
| 30D | -4.5% | -1.9% | -2.6% | -3.7% |
| 3M | +5.7% | -3.7% | +9.3% | +7.3% |
| 6M | +17.1% | -9.4% | +26.5% | +22.0% |
| YTD | +18.3% | -6.0% | +24.3% | +20.7% |
| 1Y | +23.9% | -4.4% | +28.3% | +24.9% |
| 3Y | +131.1% | +33.5% | +97.6% | +90.1% |
| All | +69.4% | +35.7% | +33.7% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling