+2,896.1%
FITB vs PEG
+2,907.1%
-11.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +0.6% | +0.7% | -0.1% | +0.2% |
| 30D | -4.7% | -2.4% | -2.3% | -3.5% |
| 3M | +6.7% | -4.8% | +11.5% | +9.4% |
| 6M | +12.6% | -10.7% | +23.2% | +19.4% |
| YTD | +19.1% | -6.7% | +25.8% | +22.7% |
| 1Y | +22.6% | -6.8% | +29.5% | +26.0% |
| 3Y | +127.1% | +34.5% | +92.6% | +86.3% |
| 5Y | +71.8% | +35.8% | +36.1% | +38.5% |
| 10Y | +287.2% | +141.7% | +145.4% | +127.3% |
| All | +2,896.1% | +2,907.1% | -11.0% | +529.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling