+2,900.6%
FITB vs PEG
+3,024.2%
-123.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.3% |
| 7D | +2.8% | +4.5% | -1.8% | +0.3% |
| 30D | +9.8% | +7.5% | +2.3% | +5.4% |
| 3M | -5.2% | +0.8% | -6.0% | -5.8% |
| 6M | +17.3% | 0.0% | +17.3% | +16.9% |
| YTD | +19.3% | -3.0% | +22.3% | +20.1% |
| 1Y | +32.7% | -4.7% | +37.4% | +34.8% |
| 3Y | +141.6% | +36.5% | +105.1% | +96.5% |
| 5Y | +48.9% | +44.4% | +4.5% | +15.9% |
| 10Y | +216.5% | +170.2% | +46.3% | +75.4% |
| All | +2,900.6% | +3,024.2% | -123.6% | +516.1% |
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