+693.0%
FN vs PEG
+171.2%
+521.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.4% | -8.7% | -7.8% |
| 7D | +0.3% | +4.5% | -4.2% | -1.3% |
| 30D | -16.5% | +7.5% | -24.1% | -19.1% |
| 3M | -42.1% | +0.8% | -42.9% | -42.4% |
| 6M | -52.9% | 0.0% | -52.9% | -53.2% |
| YTD | -28.0% | -3.0% | -24.9% | -27.7% |
| 1Y | -18.5% | -4.7% | -13.8% | -17.6% |
| 3Y | +93.9% | +36.5% | +57.4% | +74.3% |
| 5Y | +170.5% | +44.4% | +126.1% | +136.8% |
| All | +693.0% | +171.2% | +521.8% | +511.4% |
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