+804.7%
FN vs PEG
+161.7%
+643.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.1% |
| 7D | +8.0% | +1.5% | +6.6% | +7.5% |
| 30D | -19.1% | +5.0% | -24.1% | -20.9% |
| 3M | -29.8% | -0.3% | -29.5% | -29.9% |
| 6M | -43.2% | -2.7% | -40.5% | -43.0% |
| YTD | -18.9% | -5.1% | -13.9% | -17.9% |
| 1Y | -17.9% | -8.3% | -9.6% | -15.7% |
| 3Y | +120.1% | +33.0% | +87.1% | +99.9% |
| 5Y | +206.7% | +41.3% | +165.4% | +170.8% |
| 10Y | +804.7% | +164.5% | +640.1% | +598.6% |
| All | +804.7% | +161.7% | +643.0% | +598.6% |
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 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