+826.4%
FN vs PEG
+155.4%
+671.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.3% | +8.5% | +10.6% |
| 7D | +16.3% | +0.9% | +15.4% | +15.8% |
| 30D | -24.7% | +3.8% | -28.6% | -26.0% |
| 3M | -34.9% | +0.1% | -35.0% | -35.0% |
| 6M | -41.1% | -1.0% | -40.1% | -41.3% |
| YTD | -19.6% | -4.1% | -15.5% | -18.9% |
| 1Y | -18.5% | -6.9% | -11.7% | -16.8% |
| 3Y | +119.1% | +35.6% | +83.5% | +97.7% |
| 5Y | +206.9% | +42.8% | +164.2% | +170.1% |
| 10Y | +826.4% | +160.2% | +666.2% | +629.1% |
| All | +826.4% | +155.4% | +671.0% | +629.1% |
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 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