+3,800.0%
FIX vs PEG
+155.4%
+3,644.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.3% | +6.1% | +7.2% |
| 7D | -7.2% | +0.9% | -8.1% | -7.8% |
| 30D | -35.1% | +3.8% | -38.9% | -36.9% |
| 3M | -34.3% | +0.1% | -34.3% | -34.5% |
| 6M | -42.9% | -1.0% | -41.9% | -43.1% |
| YTD | +19.5% | -4.1% | +23.6% | +21.6% |
| 1Y | +16.8% | -6.9% | +23.6% | +21.3% |
| 3Y | +506.7% | +35.6% | +471.1% | +400.9% |
| 5Y | +1,046.7% | +42.8% | +1,003.9% | +796.9% |
| 10Y | +3,800.0% | +160.2% | +3,639.8% | +2,111.2% |
| All | +3,800.0% | +155.4% | +3,644.5% | +2,111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling