+122.9%
FIX vs PEG
-7.0%
+129.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | +6.0% | +0.7% | +5.3% | +5.7% |
| 30D | -7.2% | -2.4% | -4.8% | -6.2% |
| 3M | -15.9% | -4.8% | -11.1% | -15.1% |
| 6M | +12.7% | -10.7% | +23.4% | +18.2% |
| YTD | +72.8% | -6.7% | +79.5% | +75.9% |
| 1Y | +122.9% | -6.8% | +129.7% | +125.2% |
| All | +122.9% | -7.0% | +129.9% | +125.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling