+448.7%
FIX vs PEG
+25.9%
+422.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.9% |
| 7D | -17.5% | -2.3% | -15.2% | -16.2% |
| 30D | -41.6% | +1.2% | -42.8% | -42.4% |
| 3M | -40.6% | -2.4% | -38.2% | -39.8% |
| 6M | -49.4% | -6.9% | -42.5% | -47.2% |
| YTD | +9.2% | -7.2% | +16.4% | +13.8% |
| 1Y | +6.5% | -8.9% | +15.3% | +12.8% |
| 3Y | +448.7% | +27.1% | +421.6% | +413.5% |
| All | +448.7% | +25.9% | +422.8% | +413.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling